If you know anything about Saskatchewan in January, well, it's cold. And if you understand what that means on the prairies, you understand that you need to start vehicles and leave them running for awhile before you can start driving. Really - you are never as cold as the vehicle that has been sitting outside for 8 hours, even if it's been plugged in.
So, one day, I went out to my vehicle after work and started it (it complained, but it started), turned up the heat, then jumped out to unplug it (back in the days when we had block heater plugs for our parking places at work). And you guessed it, I closed the door, locking it without thinking 'cause, well, I was getting out of the car. And looked mournfully back inside at my purse on the seat, and the keys in the ignition. Doh!
I should mention that this was in the days before cell phones. So, I had to run back into the building and find a phone to call CAA (thankfully I was a member) and then stand out in that freezing cold waiting for them to come and get me into my vehicle. I must say, my vehicle was toasty warm when I finally got in (and I still had enough gas to get home.)
I wasn't embarrassed, per se, but I have never again laughed AT someone who locked their keys in their car - only laughed WITH them.
As someone born and raised in Saskatchewan, I can relate to your story!
Trigger: Cold Saskatchewan
Problem: Keys locked in a running car
Quest: To get back in the car without freezing
Resolution: Run back into the building and call CAA
Purpose: Successfully leave in your car after work for 8 hours