Cadomax knows everything

But since not everyone speaks french, a try to do it in English:

Wooden Master Key: End level 46, go through the vortex that appears; beat the following 8 levels and you will get it.

Old Rusty Key: Get

and continue playing... It is a normal item that appears like any other item.
Meluzzine Key: Like

, but it is quite rare.

Rigor Dangerous Key: Let a bomb explode at the center of the bottom platform at level 55; go through the vortex; reach the button and press it. The key appears and you can get it (but it disappears if you are too slow)

Frozen Key: Go through the door at level 15 (opened with

), beat the following 13 levels and you will get it.

Tuber's Key: Beat Tuber


Pungent Key: Hit the button at level 23 in Mirror mode, go through the vortex and you will find the key.

Key of the Arduous Worlds (or of the Difficult Worlds...): Beat level 50 in Nightmare mode.

Nightmare Key: Reach level 103 in Nightmare Mode

Wine Key: Finish the "Metallic Water" quest (you can find the items for it after finding

), then it will appear soon. After you got it once, it is unblocked and will never appear again.

Authorization of Bois-Joli: Finish the "Paperwork" quest (As for "Metallic Water" you need

to start it), then it appears like

.
Pyramid Pass: Go into Hell (the door at level 54) and go far down there...
And if you want to know which doors are opened by the keys: Search for the "Items, Quests and Families" thread and open the "Quests.pdf" file you will find there (a few posts before its end there is the last update)