I've changed locks a few times, but on rental eviction properties. Every time I've had the sheriff there, to ensure my safety and to make sure everything goes smoothly. I don't know if that was absolutely a requirement, but I am a relatively meek guy and I would never ever have done it by myself. The tenants have always been there giving me the stink-eye and I feel terrible about it, but you've gotta pay your rent.
I've also taken stuff from properties where we've evicted people and considered it a tip from the landlord for having to do an unpleasant job. However, each time the tenant had been allowed ample opportunity to take their possessions both before and for several weeks after the eviction, so I've always considered the stuff well and truly abandoned. I'm talking about low value things: a Scrabble game, some knickknacks, a couple of books. The only thing that I ever took relatively soon after the eviction was a fishtank, including the fish. I was in the house a week after the eviction and horrified to realize that the tenant had left their fish behind. I took them so they wouldn't die and gave the whole setup to my sister.
I've never seen a tenant leave anything behind that was truly of value and I would have been a little weird about taking it if they had. One time we were very surprised that a family left all of their furnishings, including the big screen tv and xbox 360. When we started checking the stuff out we realized that it was all marked Rent-a-Center, so we called them and told them to come pick up their crap. Otherwise, I would have seen valuable stuff left behind as an indication that something out of the ordinary had gone on and just left it alone so I didn't get in any trouble.