Some good ones to get key drops from are the Temple of the Lion and the Temple of the Wolf. Some quests will drop them as rewards upon completion, but the easiest way to get them is to run Domains as they unlock while leveling up your Adventure Rank. These keys need to be sourced by playing the game. When you reach a Shrine, it will prompt you for a key to get past the barrier.
To access any Shrine of Depths you are going to need a key. To find these Shrines, check out this guide! Genshin Impact Shrine of Depths keys and locations © miHoYo Each of them houses a Luxurious Chest which yields a drop of equipment between 1 and 4 stars, Adventure EXP, Primogems, and essential upgrade materials. Scattered across Genshin Impact's open world map are imposing obelisks called Shrine of Depths.