There are some keys held by some NPCs which don't unlock anything in the game. The ones I know of are:
The key to Wintersand Manor carried by Acolyte Jenssen, Ahlam, and Nazeem.
The key to Hjorunn's room carried by Hjorunn.
The key to Longhouse carried by Jesper, Swanhvir, and Teeba-Ei. Longhouse is not a location in the game.
Romlyn's House Key which Romlyn Dreth carries, which doesn't unlock anything. Not to be confused with the other, working key he carries, the key to Romlyn Dreth's house.
In case you were wondering, the solution I propose is simply to remove those keys from their inventories.