I'm getting lots of keys and I don't know what they're for yet. I know there's an achievement for getting them all, but can I use them in game somehow?
Apparently they're to unlock bosses. So far you need a very small % of available keys to unlock the next boss. I haven't yet gotten far enough to see all bosses requiring keys though.
Dragon: 6 Keys
It seems keys aren't used up when you unlock a boss either.