Arthur's Locket is retrieved from Arthur Thorne after you kill his undead body.
The locket contains a note:
"You're to late, Adriana - I have the key that Arthur Thorne hid in this locket. You didn't think you were going to strike it rich without me, did you? If you want in on the money, meet me in the Stone Flask Tavern in Granite Falls.
"-Tigram Stillstep"