Keys are a a sprite that can be stood on and carried by Mario in SMW. In order to perform a Key jump, a trick where you jump off the key while grabbing it, you must press Y + B on the exact same frame. Doing this with X + A will give you a spin jump while holding the key. The more advanced version of these tricks require doing a key jump, then letting go of the key or throwing it in midair, landing back on the key and doing another key jump in midair. This technique can be used to gain vertical height and access to higher areas despite having nothing to jump off of. You can do this against a wall by doing a key jump, then throwing or dropping the key against the wall, landing on top of the key in mid air and pressing Y + B the second you touch the key, giving you a midair jump. This can be repeated as many times in midair as the player is capable of doing. When doing key jumps without a wall, the key must be dropped and not thrown. This means you must do the key jump, then either hold down or go neutral on the d pad and let go of Y right before the peak of Mario's jump. This will drop the key, and with correct timing, Mario will land on the key allowing for a 2nd key jump. When performing key jumps with no midair, the player will need to drop it left or right, then drop it in the opposite direction every subsequent drop, otherwise the key will move too far away from the player for the key jumps to be performed successfully.
Additionally, key jumps can be used to cross areas that would normally kill Mario, such as muncher paths or cave lava. Mario can do this by standing on the key, doing a key jump, then landing back on the key as they continue to cross the path, always landing safely on the key.