The Heart key allows to unlock the Spider Room, where you can also craft the Mario Star bonus.
The Heart key is the only one that is necessary to complete the Main Quest.
To get the Heart key, you'll need to shoot 6 pink keys in a specific order around the map.
Grab the key at the Gardens fountain
You can now unlock the Spider Room deep down the Boiler Room
The Club key allows to increase your perk limit by 2.
To get the Club key, you'll need to shoot on 7 perk bottle in no particular order.
Grab the key at the Greenhouse Building
You can now unlock the shed in front of the Greenhouse Building and grab the perk bottle to increase your perk limit.
The Spade key allows to unlock the Blundergat.
To get the Spade key, you'll first need to acquire either the Ray Gun or the Ray Gun MKII.
Then you'll need to shoot 6 paintings around the map with it.
Grab the key at the first floor of the Library
You can now unlock the display case of the Blundergat at the Library, in front of Juggernog.
The Diamond key allows to grab 25 000 points.
To get the Diamond key, you'll first need to acquire the Thundergun.
Then go to Samantha's bedroom and shoot all the purple flame behind the bedroom.
Grab the key in front of the Spade key painting
You can now unlock the Treasure Room all the way down in the Boiler Room and grab your point on the grave.
To get the Super Mario Star bonus, you'll have to find 4 Mario parts and put them inside a coffin, in the Spider room that you unlock with the Heart key.
Put it in the coffin, to the front left when you enter the room
The Super Mario Star bonus will spawn at the center of the room, it will also be added to the bonus pool.