It's their property, not yours, and depending on state/lease they have the right to have the locks drilled/replaced at YOUR expense because you are not allowed to lock an owner out of their property.
There are only a few US states which have laws permitting tenants from changing locks and not notifying the owner or giving them a copy (CA, NJ are two). Other states permit tenant to change locks (or don't have explicit rules) but require the tenant to give a copy to the owner (like say NY).
The reason why this is tricky is because in the case of an emergency if the owner of the property needs to make emergency repairs, but cannot because you have locked them out, depending on the law and the lease in question, you could be liable for all of the damage to the property since you barred the owner from making repairs. That could be a 5 or 6 digit lawsuit pretty quickly depending on the property, the emergency and if it's multi or single family. (Think burst pipe in a multi-family flooding other tenants.... very expensive very fast)