Definately go to your local police station!
I found a front door type key in a car park a couple of months ago. I took it into a couple of shops nearby to see if I could leave it with them and they looked at me as if I was mad!
It was one of those KASA star type keys and I remembered reading on here that they cost a fortune to replace so I took it to my local police station. The police man asked to see my passport to my amazement.....then a week later I received a box of chocolate and a bouquet of flowers. The owner had been reunited with their key and I was rewarded for doing the right thing! I will definately hand anything I find again! Aparently the police have a register of all those type of keys. Is your house key one of those?
Fingers crossed you find your keys - just remember to reward whoever finds them!

Good Luck