So after BlacKow's insight I found more of these by playing with this:
EventHandler[
ColoredPanel[""Panel["", ImageSize -> 100],
"KeyDown" :>
Print[Row@{FullForm@CurrentValue@"EventKey", " pressed"}]
]
A few more points of interest (this is potentially Mac specific as I am a Mac user):
"\[RawEscape]"
is the escape key
"\.1c"
is "LeftArrowKeyDown"
"\.1e"
is "UpArrowKeyDown"
"\.1d"
is "RightArrowKeyDown"
"\.1f"
is "DownArrowKeyDown"
"\r"
is "ReturnKeyDown"
"\[GreaterEqual]"
is control-. (and various other special characters can be found as a control-key combo, but these can be easily figured out I think)
"\.10"
is function-(any function key not bound)
Hopefully someone can extend this further and to Windows / Linux? Useful collection of keys to have out there.