The penguins in the basement all namedrop the level the key is in (it's just mixed in with the flavor text)
- Hilltop Ruins: Mad Faerie Riverside
- Metal Underpass: Slum District
- Sphinx Canyon: Ghost Town Refinery
- Caldera Keep: Hellfire Cavern
- Artificial Waterfall: Bubble Basin
- Crystal Tokyo: Frozen Factory Frenzy
- Flying Battery: Unstable Footing Underside
- Rich Reaper's Castle: Shores of Hell