Hello   Yes, on some systems that is completely normal. For instance, the T620 side cover is put in the locked position at the factory and no key is sent with the system because it does not require a key to open. It is designed to be opened using a coin or something similar. If you are having issues opening the system then please provide the model of the system and the lock location. Thanks
Is it standard practice for Dell to send out a server completely locked with no Key. How am I supposed to verify they have completed my other with the parts I requested? Shouldn't a key be part of the order, or at least have the server shipped unlocked.   
Dell sending systems locked with no key