The Shining

In the Overlook Hotel room 237 is NOT where you want to be.

Napoleon Dynamite

Napoleon's love interest Deb makes and sells braided lanyard keychains with other items door to door.  She happens upon Napoleon's house and forgets her case when she runs away.  She also gave Napoleon one of her keychains in another part of the movie.

In the Line of Fire

John Malkovich plays an assassin who wants to kill the president and Clint Eastwood is the only secret service agent who can stop him.  Malkovich's character builds a plastic gun in order to get past any metal detectors. But he still must worry about his metal bullets.  In order to get the bullets past security he uses a hollow rabbit's foot keychain with them hidden inside. 

A Goofy Movie

Goofy's car keys are on a gold keychain with the Disney logo.  An interesting fourth wall break.

Speed Racer

The key and keychain to the Mach 5 race car driven by Speed Racer.

Kirby: Triple Deluxe ( video game for nintendo 3ds)

In many video games there are collectibles to gather while you play the game.  In Kirby Triple Deluxe for the 3DS (released may 2014) the collectibles to get are keychains, 256 of them. Players can obtain key chains of classic Kirby sprites in levels and look at them from the world map.  Treasure chests containing key chains occasionally appear upon returning to the rest room. The game at the end of each level can also award a key chain.

This video shows every keychain in the game.  Thanks goes to the uploader.

The Real Ghostbusters

The ghostbusters must help the Fates get back their mystical shears which determine the length of mortals' lives.  They go to the netherworld to steal the shears back from demons but first they must get a ride from the ferryman Charon to cross the river Styx.  For the fare, the guys do not have 20 gold pieces, 40 silver pieces, a vase of purest bronze, an etching, or even a captain midnight decoder ring.  So Charon accepts what they do have, a rabbit's foot keychain and a cheese sandwich on white bread.  The ferryman is disappointed and would have preferred pastrami or roast beef.

From Hanging By a Thread Season 2 Episode 36

South Park: The Stick of Truth

From the video game South Park The Stick of Truth; when the boys help the owner of City Wok by defeating the mongolians (mongrorians) they receive the Mongolian Treasure Key which opens a treasure box.  The keychain which the key is attached has a picture of the Mongolian flag on it.

Other keys do not have keychains attached.  At least none that I can find.