A Keyhole is a gateway in each world that leads to the heart of that world. The Heartless invade worlds and search for their Keyholes. Upon discovering the Keyhole, the Heartless will enter it and eventually devour the world's heart. After a world's heart is consumed, the world crumbles, and fades from existence. It is said that, if the Keyblade locks a world's Keyhole, it can never be opened again.
When Aqua travels to the Throne Room of the Land of Departure with Ventus's comatose body, after being named the only Keyblade Master successor of Eraqus and after finding her late Master's Keyblade, she uses it to access the Land of Departure's Keyhole in order to transform it into Castle Oblivion, and the Throne Room into the Chamber of Waking, in order to keep Ventus's motionless body safe.
The Heartless invaded Destiny Islands, the home of Sora, Riku, and Kairi. Not only did they attack the islands in search of the Keyhole, but also to find the Keyblade Master and one of the Seven Princesses of Heart, who is Kairi. The islands were eventually destroyed when the Heartless attacked Kairi and managed to get into the Keyhole (located in the Secret Cave). Sora ended up in Traverse Town by going through a Corridor of Darkness (which opened during the islands' destruction), while Riku ended up in Hollow Bastion. Kairi's body was found by Maleficent. In Traverse Town, Sora learned from Leon and Yuffie that the Heartless took over their world by order of Maleficent. Sora, along with Donald and Goofy, decide it is their duty to travel from world to world and seal the Keyholes using the Keyblade.
Maleficent and her gang of villains were in the midst of completing an artificial Keyhole in Hollow Bastion by obtaining the seven hearts of the Princesses of Heart. That Keyhole, once completed, would lead them into Kingdom Hearts, the heart of all kingdoms and source for unmeasurable power and knowledge. However, without Kairi's heart the Keyhole remained incomplete. Her heart was actually dwelling inside Sora's. Sora eventually released Kairi's heart using the Keyblade of heart, completing the Keyhole. Ansem, who possessed Riku's body, ventured into the Keyhole in order to get to Kingdom Hearts. Sora sealed the Keyhole and then followed Ansem to the End of the World, a place formed from the remains of worlds taken by the Heartless. Deep in the darkness of that place lay the Door to Darkness, with Kingdom Hearts lying beyond it. There, Sora battled Ansem. Ansem then opened the door so he could obtain the darkness inside Kingdom Hearts, but Sora called out the light from inside the door and Ansem was destroyed. Sora, Riku and King Mickey sealed away Kingdom Hearts by locking the Door of Darkness on both sides. All of the destroyed worlds were restored, including Destiny Islands. It is presumed all the restored worlds had their Keyholes sealed automatically and hidden, so they could not be destroyed again.
The term "Keyhole" was only mentioned when Roxas and Xion experience a memory of Sora sealing the Keyhole of Agrabah. Coincidentally, all of the devices that Xion absorbs power from during her battle with Roxas were planted near the Keyholes of Wonderland, Halloween Town, and Agrabah.
Instead of sealing the Keyhole of a world, Sora opens the world's Gate, which reveals a new path to a different world. Curiously, though several never-before-seen worlds appeared in Kingdom Hearts II, not one of them had their Keyholes sealed, mainly because after End of the World was destroyed, all worlds went back to what they used to be, and the newer worlds therefore had no reason to be sealed by a Keyblade. Sora did use the Keyblade to seal a Keyhole on Pete's door to Timeless River, to unlock the seal on the door blocking himself, Donald, Goofy and Auron from escaping Cerberus, and to unlock the Underdrome in order to save Megara.
In order to rid each of the worlds within the Datascape of the Bug Blox plaguing them, Data-Sora searches for and enters the Keyhole of each of the data worlds, within which he faces the bosses which are generating bugs. Data-Sora also uses a Keyhole to enter Data-Riku's inner data, where he eliminates the bugs that are corrupting Riku. When Mickey enters the Datascape after the data is reset, he shows Data-Sora a Keyhole that leads them to the digital Castle Oblivion.
As part of their Mark of Mastery exam, Yen Sid sends Sora and Riku to the Sleeping Worlds to unlock the seven Keyholes of Sleep, and return the worlds to the Realm of Light.
World Keyhole locations
Kingdom Hearts Birth by Sleep
Kingdom Hearts: Chain of Memories
Kingdom Hearts coded
Kingdom Hearts 3D: Dream Drop Distance