"Some people think my father was a spy, because of working for that government agency in Vietnam, but he can't find his car keys, much less keep a national secret"

This quote by Lauren Graham is a humorous method of saying that her dad is not a spy. She suggests that her daddy is not really organized or detail-oriented, as evidenced by his failure to keep track of his vehicle keys. This implies that he would not be able to keep a national trick either. The fact that her daddy worked for a government company in Vietnam may have caused some people to speculate that he was a spy, however Lauren Graham is making it clear that this is not the case. Her father might have been a hardworking and dedicated worker, but he is not a spy.