As a landlord, it would not be unreasonable to expect to hold a key. After all, you do own the place, so why not!
However, what happens if the tenant changes the locks, and are they actually allowed to do this? Perhaps surprisingly the answer is yes, they are. It may be they lost the keys, had an attempted break-in, felt vulnerable or simply the lock was not working well.
Whatever the reason, nothing changes, apart from the lock! You are still the property owner and landlord, and they are still the tenant, bound by the terms of their tenancy agreement. The fact that you cannot gain easy access anymore is irrelevant as you were not allowed to enter the property without their consent in any event.
Potentially, if you were bizarrely so minded or particularly attached to the lock itself, you could deduct the cost of the “damage” to the property from the deposit when the tenant leaves the property. This would not apply however if the reason why the tenant changed the lock is that you had previously sought to gain access using your keys without the tenant’s knowledge or consent.
If the lock had failed and the tenant replaced it as an emergency, then they could also look to you for a refund of what they spend on this essential element of maintenance.
In most cases, it’s usually best to keep on good terms with your tenant (or let us do this on your behalf) and actually thank them for improving your property. In doing so, it’s likely that they may well give you a spare key as a courtesy. Handy if you ever need to enter your own property in the future!