As I said, "Don't Jack with the Tenants -- Just Follow the Law"
If you're unsure of the law, you should consult an attorney. Sorry, I am not one, just a property manager.
You can find the relevant statutes on line in Texas Property Code, Title 4, Chapter 24 and TItle 8 Chapter 91-92. You should read 92.0081(b)(3) and (c) for the authority to change locks. It is quoted here:
"
(b) A landlord may not intentionally prevent a tenant from entering the leased premises except by judicial process unless the exclusion results from:
(1) bona fide repairs, construction, or an emergency;
(2) removing the contents of premises abandoned by a tenant; or
(3) changing the door locks on the door to the tenant's individual unit of a tenant who is delinquent in paying at least part of the rent.
(c) If a landlord or a landlord's agent changes the door lock of a tenant who is delinquent in paying rent, the landlord or the landlord's agent must place a written notice on the tenant's front door stating:
(1) an on-site location where the tenant may go 24 hours a day to obtain the new key or a telephone number that is answered 24 hours a day that the tenant may call to have a key delivered within two hours after calling the number;
(2) the fact that the landlord must provide the new key to the tenant at any hour, regardless of whether or not the tenant pays any of the delinquent rent; and
(3) the amount of rent and other charges for which the tenant is delinquent.
"
Since many aspects of the Property Code may apply to your situation, this extract should not be considered the entire story. Again, no one except an attorney can offer you advice on the law, which is why it is quoted without comment or interpretation, and the suggestion is always to consult an attorney.

I am not an attorney, but from what I understand you cannot change the locks. Did you post the notice to vacate on the inside of the front door? Have you been to the house and inside to check and see if they are still there? You need to go in person. Next step is to file for eviction.

Paul has some good points.
Changing the locks is different for commercial tenants and residential tenants. You must post a 24-hour manned number for them to call to get a key and you must respond to those calls from the tenants for the key. Commercial requires a similar posting but without 24-hour manned coverage.
If you fail to answer the phone or fail to respond with a key, you will lose in court over your forcible detainer suit.
You can act as your own attorney in Justice of the Peace (JP) court when you file for Forcible Detainer (to evict them) and to sue for back rent. Just include the back rent in your filing. If they don't show up, you win. Get an abstract of judgment at that time. An attorney will cost only a few hundred dollars to represent you, and you should consult one.
Often renters will bring back payment to court. Accept only 'good funds' but if you take a personal check, ask for their driver's license and write it on the face of their check. Since your suit will have both a back rent and a forcible detainer portion, you will still have the option of evicting them even though they paid the back rent. The judge will ask you. The reason is the breach of contract still occurred.
There is a whole process after that to the actual eviction to remove them and their property. Most tenants voluntarily move out by the date in the judgment. For the others you will have to get the Sheriff/Constable to come, which takes several days and you pay for him. You also pay for the movers to take their stuff out and put it on the curb, which the constable won't allow if it's raining.
If you get to this stage, you can still do everything on your own without a lawyer, although it's not cost-free, but an attorney's advice is highly recommended. I advise all my landlords to watch Michael Keaton in Pacific Heights when they want to rent their house out. Simply follow the law and do not jack with the renters, such as shutting off electricity or assaulting them or blocking entry to the premises -- you can lose big time.
While Texas is more friendly to landlords than many places, e.g. California, you still have to follow the law. If you do, most pay or move within the 3 days after notice. Most of the rest pay at or just before court. The remainder will eventually find their stuff on the curb -- watch local ordinances about putting stuff out, though. In years of property management, I have had only 1 tenant who actually lasted longer than 30 days and required an attorney to prosecute the case at county court. (Yes, that was expensive.)
The process dragged on for months without any payment from her. The judgment entered against her was for tens of thousands of dollars for all the back rent and attorney's fees, which she evaded by declaring bankruptcy.

I am not a lawyer, but I do manage property and have the eviction process down.

1.) Post the 3 day notice to pay or Quit.
2.) After 3 days have passed, go to local JP and file eviction ($92 here in Austin.)
3.) Make sure you have a copy of lease, military affidavit stating that tenants are not in military, copy of 3 day notice to pay or quit, and your money to file the eviction.

Within the next 3 days you should receive a call from the tenants finding out where they can send any rent and late fees, if not, then you will have an eviction date set and you will have to prove to the judge you have a lease agreement & the tenants did not pay.

Once again I am not a lawyer, just a REALTOR trying to help! Happy Eviction!

Pamela,
Regardless of if they have a lease agreement or not, you can not just lock out people in Texas. You will need legal advice. Naima is correct you must go to the courts for the proper eviction notice. You need only notify the Justice of the Peace in your area to find out what to do if Your letter was hand delivered or better yet Certified.
Margaret

How did you make the demand and give notice? It has to be given to them in person or mailed via certified mail. I know that you cannot just change the locks, you have to file an eviction notice with the court etc... You probably want to refer to an attorney for the proper procedure. Please do not construe this as legal advice, simply practical. I know that other questions such as when does their lease expire etc... do they have a written lease etc play a role in your question.

There is a Texas agent here that participates on Trulia who is also an attorney, I'll try to remember his name and send him a note about your inquiry.

Good luck, I know that it's not fun to have to chase after your hard earned money.

Naima

You need to refer back to your lease agreement. Was there a realtor you worked with you as the listing agent if so give your realtor a call. Without seeing the lease agreement and reading the details we as professional can misguide you with the wrong info. then have you violate the State laws. Good luck http://www.lynn911.com