My mom's old 68 Electra 225 did it. She would pull the key out and open her beer with it. That was back when I was allowed [and small enough] to sit on the rear armrest while driving.
BTW, the Electra looked like this, but was brown:

My cars that have done it... 83 Tercel, 89 Grand Prix, and 96 Contour.
In the Contour, I would leave the car running (like mentioned above), but sometimes the car would be locked when I got back. I was probably subconsciously locking it since the power locks didn't work, but it sucked none the less. So I would take the keys with me.
My brother in law's parent's 90 Silhouette had a similar problem except for one difference... you didn't need the key at all to start it! Key was not broken off inside the cylinder either...