The Golden Lock Box can be obtained from a Dungeon Crate with 16.67% (1/6) chance. It always contains one rare item normally found in locked Gold Chests in the Dungeon, along with a random assortment of common items ranging from healing potions to gold coins. It requires one Golden Key to open, which can be obtained from any Dungeon enemy, generally a Dungeon Slime.
Due to the fact players will likely have several remaining keys even after unlocking every single locked chest in the dungeon, the Lock Box can prove useful for obtaining more loot, especially if there was a dungeon-exclusive item that did not spawn in your world.
This item may be hard to obtain, because you have to get this from a Dungeon Crate, which can only be obtained from fishing in the Dungeon. There is no natural water in the dungeon.