Depends on the age and make of the piano, and how much of the key is missing. Is it the whole key and therefore the mechanism is affected? And also, where are on the piano are the missing keys? Usually that happens from wear and tear in the central part of the piano, so it's probably important. If it's just a few at the far end (either treble or bass), then it may not be an issue. Remember that a piano is never FREE - it needs to be moved, and then it needs to be tuned regularly and especially after being moved. So I'd have a qualified piano tuner look at it and make sure it's worth the move, tuning and repair. The tuner may even have a source for the keys and be able to replace them. It will cost you for the tuner's fee, but it could save you a whole lot of aggravation and money down the road.
ETA - MIT and maybe some other universities accept used pianos for the annual "piano drop" where pianos are pushed off the roof of buildings and studied by the engineering students. Also, a whole lot of crafters use piano parts to make things, such as bracelets made out of piano wire (my chorus has given these to our accompanists and they make good gifts for musicians). A lot of clever people use the whole frame of a baby grand for an interestingly shaped bookcase - remove the legs and the innards, then stand it on end and put a few shelves in it. It's probably more valuable for parts than for music.