Hi Guys,
My 2003 Anniversary SERK and my 2005 SE FatBoy both came with the CVO cover and Gold Key. With my dealer, he processed paperwork after my bike purchase to order the keys from Harley. I was told that the dealer does not have the keys, that the actual distribution of the Gold Keys is handled by Corporate. In both cases, my dealer filled out the paperwork and within 4-6 weeks I had my working Gold Key. It is my guess that many individual dealers were not aware of the need for them to get involved in getting the key, or simply did not want to bother. It is my understanding that every CVO bike is entitled to the Gold Key. If you did not get one, I would first call Harley Customer Service (anyone have the phone number?), then go rattle some cages at your local dealer. FWIW, both of my keys were in the black case pictured above. Good Luck.