Purchase graphite powder from your local hardware store, preferably in a container with a spray nozzle. Squirt a little of the product into the keyhole and work it around by moving the key in and out a few times. Unlike other types of lubricant, powdered graphite does not attract dirt and clump up over time. It is commonly used by locksmiths and watch makers to lubricant delicate moving parts.
Gently heat the key on a radiator, the engine block of your car or a cigarette lighter. Cold weather can frozen the tumblers, making the door nearly impossible to open. Holding the key with gloves, insert it into the lock and move it in and out a few times to gently thaw the mechanism. The key should turn once any ice has melted.
Have a new key cut from the original. Wear or damage could be preventing the lock tumblers from lining up correctly. Using another key designed to work in the lock is a quick way of discovering whether the key or the lock is to blame.
Have a locksmith inspect the lock if the above steps fail to solve the problem. One of the tumblers could have broken. Depending on the type and scale of the damage, the locksmith will advise you to have the lock repaired or completely replaced.