Go to the door where the guard tells you he will not let you in because you are not a familiar face. Turn around, go off the stage, and climb up the steps on your left. Then, go up the stairs on that side. Move up the stairs until reaching the top. On the right side down the hallway is a case on the wall. Inside the case is an axe. Use the axe on a person or body. Executions immediately detach a head, where as hacking at a corpse requires a few swings. Pick up the head. Run back to the door, and equip the head as a weapon. Go to the door, and press Action. The guard will now let you in.
Many items also have alternate uses. For example, weapons like the machete, meat cleaver, knife and glass shard can cut various ropes you come across throughout the game. The knife will allow you to pick locks, the crowbar can break open padlocks, and a well-placed bullet from your firearm can eliminate locked door handles.