Allowing users to close modal windows and the like by using the escape key is an important feature to include. Fortunately, it is a tiny piece of code.

In this snippet you can see that I am referencing the keyCode 27. This is the keyCode generated when someone presses the escape key. For my purpose, I was fading out two elements (#overlay and .popup) and removing the close button (a.close) that had been generated when the modal window was opened.

$(document).keyup(function(e) {
  if (e.keyCode == "27") { 
    $('#overlay , .popup').fadeOut(function() {
      $('a.close').remove();  //fade them both out
    });
  }
});