Once you are at physical access, you can go to town. Optical surveillance and even recording the sound of the keys being stroked to calibrate[0] an acoustic cryptoanalysis algorithm.[1]
Physical access road wireless keyboard, even if the system is physically secured is different. Typing some characters and recording the traffic, on a logged out computer, that totally possible and a lot less suspicious.
[0] https://www.schneier.com/blog/archives/2005/09/snooping_on_t... [new algorithms require less time]
[1]https://en.wikipedia.org/wiki/Acoustic_cryptanalysis