The key can be obtained by:
- Sleeping with Slim (female Chosen One only).
- Stealing the key from him.
- Killing him and taking it.
- Convincing Slim to give it to you.
- Feeding the dog near Klamath's town center a piece of meat jerky (he'll cough it up and follow you around).
- Clicking "barter", then trading for the key (it has a value of 0, so just add $1 to your side and he'll accept).
- Giving meat jerky to the yellow dog.