I know exactly how you feel! My ex-mother-in-law would do the same thing. (I can't imagine just walking into someone else's home, but my ex-husband and his family did it quite often.) I had asked my ex-husband to speak to his mother in numerous occasions, but he always refused. I did not like the fact that she had a key to my home and could come inside whenever she felt like it, which was quite often I might add. So, one day, I confronted HER about it. I asked her to please stop just walking into my home. And she actually said to me, "This is my son's home, not yours." Of course I spoke to my husband about it, but he defended his mother. He said that I was wrong for asking her to stop coming in that like because she's his mother. I soon learned (although not quick enough or I never would have married him) that my husband was a Mama's Boy. He literally could not live without his mother controlling everything we did. Soon after giving her a key to our home, he gave her access to his bank account, something not even I had access to. Then it was our cars. He actually gave her our cars for her to give to her daughter. It really was insane.
Hopefully your husband and his family turned out less crazy than mine did. Needless to say, I divorced him. It was a messy divorce, but thank the lord it's over! Lol. I've been legally divorced for a year now.
My advice is simple... STAND YOUR GROUND! That was my mistake. I was so dumb founded by my husband that I didn't stand my ground and demand that her key be taken away.
OR you could go with the mean approach since your husband isn't listening... Change the locks. DEMAND that his mother not have the means to intrude on you. Believe me, he may be upset for a while, but if he's normal (or at least normal-er than my ex-husband), he'll get over it. Because he'll realize that you're right. No one should have the right or the means to intrude on you and your home whenever they please.