If it is a vacant home or REO in a not so good area, I may not go in. At a residential owner occupied home, I have found this, i would ring bell, maybe open door and yell in. Just last weekend this happened and another agent was early  and just had gone in. 

same question asked 24 minutes ago.

Pound pound pound! Bang bang bang! Real estate! Anybody home? Ascertain nobody there. Gingerly enter house. Take key out of lock box. Secure house, replace key in lockbox. Call agent and advise of what just took place.

Happended to me a couple months back..Option 1....If it is a bank owned property I would most likely cancel the showing and err on the side of caution...

#1 & make sure no one is there. If it's vacant I'd proceed to #4. Leave message for LA on key situation.

I would carefully enter the home and show it. Then I would lock it up upon leaving and text the listing agent that home was unlocked when we arrived. I often encounter this... sellers leave their doors unlocked for us when they are expecting a showing and leave for a short while while we tour.

4, and then call and email listing agent to let them know.

 Call or text listing agent.   Then show it, and lock the door behind me.

I proceed with showing, using extra caution for safety, I call this listing agent to find out if they want me to lock it or leave it like I found it.  If they don't call back I lock it when I leave (and have said I will do so when I leave the message).  

I did get fussed at once for locking out a seller who was across the street.  

I call first, open the door and yell second, show the property and call/text the agent to notify what had happened. Hopefully, nothing wrong inside....:)

I have my buyers wait outside and I do a quick check of the house (walk in, listen intently and then announce myself).  If all clear, I'll proceed with the showing and notify the agent later (after locking up).

Some agents put the key back immediately... I guess they've never been stuck behind a locked door!

I whip out my pistol and sweep the place for intruders.

3 and 4. And, personal safety should always be a priority consideration.

Go back to your car, lock it, start it, watch house while calling listing agent. If anything looks suspicious, call police.

1,2, 3 and 4.

Notify the listing agent - door was unlocked. 

And 1, 3, 4.

No other info about a danger? Then, knock on the door checking if anyone is there. no one there? call LA show house. 

All the above, unless I felt unsafe.

Marco Giancola nailed this one!

What Candice A. Donofrio said!

If I have an appointment I will open and announce, show and then call the agent and notify that the door was unlocked. I will secure it when leaving, too.

To protect myself I will call the agent and let them konw so if there are any issues we can say it was not us

I would call the listing agent it, knock loudly,  announce myself, show it, call listing agent again if necessary and if I had to decide- I would leave it as it was and let the agent know.  I never lock doors that were unlocked without first asking.  In our neck of the woods, lots of people don't lock their doors. 

More like door is locked. The last showing agent wants to make an offer by shutting off all others.

Tell listing agent; proceed with caution.

I agree with Nina.

You wlll still need to open the box to lock the house up, so proceed as if the key was in the box.  Open it up and lock up when you are done.