Or, locations you can never enter because it 'needs a key'. Puts a bit of a downer on a thief or assassin character, or any character who prides themselves on being able to explore EVERYTHING.
I hate being forced into battle this way! My favourite characters are sneaks and illusionists. I like the element of surprise, and the chance to be in control. Sometimes, I want to play a pretty weak character, and so I try to avoid fighting.
It just seems stupid to me that I get magically locked in or out of anywhere just because it's part of a quest. There should be the option to abandon it when faced with the killers, or to turn them in to the guards, or just to RUN AWAY which is a really fun option for a certain kind of player.
I really, REALLY hope Skyrim doesn't do any of this automatic door locking business.
Also, getting the old locking spell back would be great. I remember in Morrowind, there was nothing quite like taunting/pickpocketing an ordinator and then legging it through the nearest door and locking them out until you recovered.