Your colleague unlocked the door, someone entered and set a trap which killed your colleague, then exited the room, locked the door with your colleague's key, then slid the key back in under the door or threw it back in through the window.
Your colleague unlocked the door, someone entered and tripped your colleague which caused him to fall onto something sharp and die, then exited the room, locked the door with your colleague's key, then slid the key back in under the door or threw it back in through the window.