Yes, trained locksmiths open most domestic locks without the key, by picking, by getting round the lock or by finding an easier way in, usually without damage. High security cylinders are built to resist this and a failed lock may need drilling, so for most people the realistic route is a spare key or a locksmith.
Picking works the pins inside a cylinder into the position the right key would put them in, which is why a skilled opening usually leaves the lock working afterwards. The Master Locksmiths Association names picking, bumping, raking and bypassing as the things a locksmith should try before a drill, and notes that a locksmith may simply find another way in that is easier to open.
Not every lock gives way to this. According to the MLA, even a 1 star cylinder under the British Kitemark TS007 standard should protect against drilling, bumping and picking, and a 3 star cylinder is also tested against snapping. The MLA lists a 3 star diamond standard lock, when the locksmith does not have the right pick on the van, as one case where drilling may be needed.
For someone without training, the honest answer is usually no, at least not without risk. Locksmith guides warn that amateur picking can damage a lock, and that forcing tools into the keyway often ends with a lock that has to be drilled and replaced. A spare key from a neighbour, a partner or your landlord is usually the cheapest way back in.
If it worries you that locks can be opened without a key, look at your own front door. West Yorkshire Police advice names TS007 and Sold Secure SS312 Diamond as the two recognised standards for cylinders, with 3 stars as the minimum. A 3 star rating can come from the cylinder alone, or from a 1 star cylinder fitted with a 2 star handle.
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