I found a story on Lifehacker about an app called CheatSheet. The app sits in the background of your computer, but if invoked (by holding down the Command key) it brings up a list of key combinations that can be used with the program in the foreground.

Learning keyboard shortcuts can improve your productivity significantly. I tested CheatSheet with several of the programs I use commonly--CheatSheet worked for them all. The utility is free--and worth far more than its price (it's free!).

(Via CheatSheet Instantly Displays All the Keyboard Shortcuts for Mac Apps )