Put in your lease that if they lock themselves out, they have to call a locksmith if you aren't available. 

Maybe I'll get lucky and they will move out on their own before I show up with the sheriff, a locksmith and a moving truck. 

yes, you hold title, have a locksmith come out, present the documents that you own the house and take pictures and or video of the place on the day you do it noting it was vacated by previous occupants.

I lined up a locksmith, my agent, and will have a sheriff present to make sure the appraiser gets in without a problem.

I take pictures of the locks and take them to the hardware store, where the nice locksmith helps me. 

Their locksmiths are unlicensed and just break things to get in since they don't know any better.First thing I would do is call the police and report it. 

You can have a locksmith rekey your locks for about $25 each and create a master key system for you and you don't even have to make a trip to the property.

LocksmithsIf you have lots of places negotiate a deal with a locksmith who will code your keys for you (~$12/ lockset door + deadbolt).

How do you take out the lock and bring it to the locksmith?

Just put a lockbox on - or have a locksmith do it if you're out of state - and when prospective tenants arrive at the house, they can text you for the code and check out your rental on their own.