You should read through the terms of your comprehensive coverage policy to see if it lists changing locks or stolen car keys as a part of the coverage. If it does not, than speak with your insurance company to find out if other guidelines would allow for the costs of car key replacements or changing of the car's locks would be covered by your auto insurance.

We can tell you that this type of claim is not a normal one typically listed as a peril in a comprehensive car insurance policy. Insurance coverage typically covers losses to the vehicle in terms of damages or the vehicle being stolen, not the key being lost or stolen.