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.