There is one more very real problem with keys besides locking them in the car - losing them.
If you lose your keys, you really have two problems.
The first, of course will be that you don't have the keys to open the doors you need to open. This was easily solved by having the important ones duplicated in your coin purse.
We usually would like to get that set of keys back. We are tempted to attach our name and address on the keys so that anyone finding them can return them.
The second problem is that someone else may have possession of your keys. If your keys fall into the hands of a dishonest person, you could easily suffer loss at their hands because you have provided your address to them. With your address they have access to your car and most likely, also to your home. Don't even put just your name and phone number on the keys. It is too easy for anyone to look up your address.
Keys can be a problem if you are forgetful as I am. Let's make duplicates and keep our identification separate from the keys. Life gets much easier that way. The bag boys won't even know you've locked your keys in the car when you reach into your purse and open the door.