Yes, it sure can be frustrating when the ATM 'eats' the card--takes it and doesn't return it when the transaction is complete. However, with some ATM's, depending on the bank that owns the ATM, most will not 'return' the card to its owner, but simply re-order a new ATM card. The first time it had happened to me was many years ago (when I was in my young 20's) and meeting my parents at an ATM machine to show them how it worked--since at the time, it was a 'new feature', 'new idea' of getting money via ATM's. Anyhow, my parents watched in amazement, watched me pulled my money out...waited--waited--waited--the card never came back! My parents and I had a great laugh that night!! Showing them for the first time how wonderful it was and ends up with the ATM machine 'taking the card'! Ofc, the card was returned back to me--a couple more other times it happened as well, those, never got the card back. Had to be re-issued a new one.
The suggestion or idea of placing a key to retrieve the card might not be a good idea even if it works, just have to be careful not to raise suspicion by others who might think you're 'breaking' into the ATM. 
~RR
