Asylum Demon Skip
The Asylum Demon Skip can be used to leave the Asylum without technically defeating the Asylum Demon. This can be achieved by defeating it on the first encounter (with either Black Firebombs or fists/sword hilt), depleting all his health and quitting out before the kill actually counts. Reload the save and you will spawn before the gate, open it and run past him towards Oscar, who should now give you both keys. Now enter the boss fight again through the fog gate up the stairs and you can now open the big door just under the drop with Asylum Demon still alive.