I've trained the habit of quickly tapping my front and back pockets whenever I go through an entrance/exit to a building or apartment. I always have the exact same things in my pockets, so I immediately notice if I'm missing something. Phone in front left, keys in right front, earbuds in back left, wallet in back right. Works very well for me.

On a related note: My car locks all of the doors when I lock the driver's side door using the key. I make a habit of doing this every time I exit the car, since I have owned it (~3 years).

I have only been locked out once; the one time I was locked out was because I didn't lock the car on the driver's side! (I left through the passenger side to avoid 5 seconds of rain. Bad tradeoff.)

Another car thing I do mostly for habitual reasons is turn on my lights anytime I'm in the car, even during the day; this makes me less likely to forget at night, and has the bonus of being very helpful in certain daylight lighting conditions.

I bought an electronic keypad for this. As a bonus, when I ride my bike to work I don't have to carry keys.

Also make sure your lock is not self-locking.

I have a door handle.

My keys are attached to my wallet; I can't forget one without forgetting both. I am terrifically absent-minded but haven't left without them since I started doing this.