Java 7 o superior, 246 228 bytes
import java.awt.event.*;class K{public static void main(String[]a){new java.awt.Frame(){{addKeyListener(new KeyAdapter(){public void keyPressed(KeyEvent e){System.out.println(e);}});show();setFocusTraversalKeysEnabled(0<0);}};}}
Sin golf:
import java.awt.event.*;
class K{
static void main(String[]a){
new java.awt.Frame(){
{
addKeyListener(new KeyAdapter(){
public void keyPressed(KeyEvent e){
System.out.println(e);
}
});
show();
setFocusTraversalKeysEnabled(0<0);
}
};
}
}
-18 gracias a @ OlivierGrégoire por show(),0<0 yimport java.awt.event.*;
Lo que resulta en:

Incluso maneja las pulsaciones de mayúsculas para los caracteres en mayúscula, la tecla de Windows, los bloqueos de mayúsculas, etc. También puede verlo imprimiendo los 'modificadores', que son 'teclas retenidas'.
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=27,keyText=Escape,keyChar=Escape,keyLocation=KEY_LOCATION_STANDARD,rawCode=27,primaryLevelUnicode=27,scancode=1,extendedKeyCode=0x1b] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=192,keyText=Back Quote,keyChar='`',keyLocation=KEY_LOCATION_STANDARD,rawCode=192,primaryLevelUnicode=96,scancode=41,extendedKeyCode=0xc0] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=9,keyText=Tab,keyChar=Tab,keyLocation=KEY_LOCATION_STANDARD,rawCode=9,primaryLevelUnicode=9,scancode=15,extendedKeyCode=0x9] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=20,keyText=Caps Lock,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=20,primaryLevelUnicode=0,scancode=58,extendedKeyCode=0x14] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=16,keyText=Shift,keyChar=Undefined keyChar,modifiers=Shift,extModifiers=Shift,keyLocation=KEY_LOCATION_LEFT,rawCode=16,primaryLevelUnicode=0,scancode=42,extendedKeyCode=0x10] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=17,keyText=Ctrl,keyChar=Undefined keyChar,modifiers=Ctrl,extModifiers=Ctrl,keyLocation=KEY_LOCATION_LEFT,rawCode=17,primaryLevelUnicode=0,scancode=29,extendedKeyCode=0x11] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=524,keyText=Windows,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_LEFT,rawCode=91,primaryLevelUnicode=0,scancode=91,extendedKeyCode=0x20c] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=18,keyText=Alt,keyChar=Undefined keyChar,modifiers=Alt,extModifiers=Alt,keyLocation=KEY_LOCATION_LEFT,rawCode=18,primaryLevelUnicode=0,scancode=56,extendedKeyCode=0x12] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=32,keyText=Space,keyChar=' ',keyLocation=KEY_LOCATION_STANDARD,rawCode=32,primaryLevelUnicode=32,scancode=57,extendedKeyCode=0x20] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=18,keyText=Alt,keyChar=Undefined keyChar,modifiers=Alt,extModifiers=Alt,keyLocation=KEY_LOCATION_RIGHT,rawCode=18,primaryLevelUnicode=0,scancode=56,extendedKeyCode=0x12] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=17,keyText=Ctrl,keyChar=Undefined keyChar,modifiers=Ctrl,extModifiers=Ctrl,keyLocation=KEY_LOCATION_RIGHT,rawCode=17,primaryLevelUnicode=0,scancode=29,extendedKeyCode=0x11] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=37,keyText=Left,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=37,primaryLevelUnicode=0,scancode=75,extendedKeyCode=0x25] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=16,keyText=Shift,keyChar=Undefined keyChar,modifiers=Shift,extModifiers=Shift,keyLocation=KEY_LOCATION_RIGHT,rawCode=16,primaryLevelUnicode=0,scancode=42,extendedKeyCode=0x10] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=38,keyText=Up,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=38,primaryLevelUnicode=0,scancode=72,extendedKeyCode=0x26] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=39,keyText=Right,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=39,primaryLevelUnicode=0,scancode=77,extendedKeyCode=0x27] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=96,keyText=NumPad-0,keyChar='0',keyLocation=KEY_LOCATION_NUMPAD,rawCode=96,primaryLevelUnicode=48,scancode=82,extendedKeyCode=0x60] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=110,keyText=NumPad .,keyChar='.',keyLocation=KEY_LOCATION_NUMPAD,rawCode=110,primaryLevelUnicode=46,scancode=83,extendedKeyCode=0x6e] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=10,keyText=Enter,keyChar=Enter,keyLocation=KEY_LOCATION_NUMPAD,rawCode=13,primaryLevelUnicode=13,scancode=28,extendedKeyCode=0xa] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=107,keyText=NumPad +,keyChar='+',keyLocation=KEY_LOCATION_NUMPAD,rawCode=107,primaryLevelUnicode=43,scancode=78,extendedKeyCode=0x6b] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=109,keyText=NumPad -,keyChar='-',keyLocation=KEY_LOCATION_NUMPAD,rawCode=109,primaryLevelUnicode=45,scancode=74,extendedKeyCode=0x6d] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=106,keyText=NumPad *,keyChar='*',keyLocation=KEY_LOCATION_NUMPAD,rawCode=106,primaryLevelUnicode=42,scancode=55,extendedKeyCode=0x6a] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=34,keyText=Page Down,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=34,primaryLevelUnicode=0,scancode=81,extendedKeyCode=0x22] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=33,keyText=Page Up,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=33,primaryLevelUnicode=0,scancode=73,extendedKeyCode=0x21] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=35,keyText=End,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=35,primaryLevelUnicode=0,scancode=79,extendedKeyCode=0x23] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=36,keyText=Home,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=36,primaryLevelUnicode=0,scancode=71,extendedKeyCode=0x24] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=127,keyText=Delete,keyChar=Delete,keyLocation=KEY_LOCATION_STANDARD,rawCode=46,primaryLevelUnicode=0,scancode=83,extendedKeyCode=0x7f] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=155,keyText=Insert,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=45,primaryLevelUnicode=0,scancode=82,extendedKeyCode=0x9b] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=123,keyText=F12,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=123,primaryLevelUnicode=0,scancode=88,extendedKeyCode=0x7b] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=122,keyText=F11,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=122,primaryLevelUnicode=0,scancode=87,extendedKeyCode=0x7a] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=121,keyText=F10,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=121,primaryLevelUnicode=0,scancode=68,extendedKeyCode=0x79] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=120,keyText=F9,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=120,primaryLevelUnicode=0,scancode=67,extendedKeyCode=0x78] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=119,keyText=F8,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=119,primaryLevelUnicode=0,scancode=66,extendedKeyCode=0x77] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=118,keyText=F7,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=118,primaryLevelUnicode=0,scancode=65,extendedKeyCode=0x76] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=117,keyText=F6,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=117,primaryLevelUnicode=0,scancode=64,extendedKeyCode=0x75] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=116,keyText=F5,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=116,primaryLevelUnicode=0,scancode=63,extendedKeyCode=0x74] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=115,keyText=F4,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=115,primaryLevelUnicode=0,scancode=62,extendedKeyCode=0x73] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=114,keyText=F3,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=114,primaryLevelUnicode=0,scancode=61,extendedKeyCode=0x72] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=113,keyText=F2,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=113,primaryLevelUnicode=0,scancode=60,extendedKeyCode=0x71] on frame0
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=112,keyText=F1,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_STANDARD,rawCode=112,primaryLevelUnicode=0,scancode=59,extendedKeyCode=0x70] on frame0