KeyCastr - KeyCastr lets you easily display your keystrokes while recording screencasts.
Screenkey - Screenkey is a screencast tool to display your keys inspired by ...
Carnac - A utility to give some insight into how you use your keyboard/
YAKD - Tiny, open-source app for displaying mouse and key presses for screen recordings.
Kling - Visually display key presses on Windows screen
QiPress - QiPress is a portable Windows program that displays key presses on the screen.