Secret documents digital safes without an overriding key?
Yes, safes without mechanical key override do exist. Talk to a real safe dealer, not your local big-box store. These will generally also be much stronger against physical attack. They will cost more, and weigh more, than the cheap toys ... and of course if you ever lose the combination you'll need an expert safe man's assistance to recover access to the contents.

Sentry and similar cheap combination-locked boxes are not safes. They're fire chests. If you're looking to protect paper or cds from a house fire, they're surprisingly effective for their price. (I'd recommend at least a 1-hour 350-degree rating.) But they are physically vulnerable in a number of ways, not just the key... and in fact may decrease security by attracting attention.

If you want both fire protection and security in the same box, expect to pay even more per cubic inch of storage. If you want to protect photographic or magnetic media from fire, likewise expect to pay more -- in that case, ask for a "media chest" and explain what materials you're protecting to get the best advice.

If you own the property, a floor safe may or may not give you some of these benefits at lower cost, though that adds installation cost.

Tl;dr: yes, if you're willing to pay for something decent rather that mass-market mismarketed consumer shlock.