Remove personal liability by alerting whomever is in charge of the event, property, local authority ect. Having keys held by a proprietary entity can prevent a theft. Leaving a note where to retrieve keys is fine. You don't give keys back to someone unless they can provide ID and Ownership cards. PA announcements are also sometimes made in situations like this to alert the owner who left them. (18 years Security experiance in saving my employer from Liability claims, and myself.)
