http://www.mameworld.net/easyemu/mameguide/mamecontrolini.htmSecond black table with white text lists all the available keys - 
However, from my keyboard hack page, you have to be careful with the winmenu key:
The windows GUI keys deserve special consideration.  These were not useable in older versions of MAME and are on the "Avoid" list above.  I did not use them in my example, because when I wrote this up, MAME could not use them.  I did not add them in when I revised the page because the 16x8 matrix without them was representative of most keyboards.  However, MAME from version 0.60 up will recognize them and I would gain two additional inputs by using them with the DR-104 keyboard.  OTOH, you can't just use the Windows Key in MAME because if you just set the FIRE button to L WIN (for example), MAME will fire a shot and freeze as the Start menu pops up, fire a shot and continue as the Start menu disappears, fire a shot and freeze . . . etc.  You can avoid this by installing either WinKey Killer 1.7 (homepage/download) or LogoLess.  Here is a comparison of the two programs (either one of which I can recommend):
WinKey Killer 1.7 - Very simple (double-click to run, double-click again to exit).  Transparent.  Can be loaded at startup by placing in a shortcut and adding to the Windows Start folder.  Kills Windows key instantly in all apps.  Has several advanced set-up options like Disable Ctrl+Esc, Disable WinKey+E to launch Internet Explorer, Disable Ctrl-Alt-Del, Hide from Ctrl-Alt-Del, Display message on shutdown, etc.
LogoLess - Runs with an Icon in the Systray.  This is the better program if you ever use the Windows key because it only eliminates it in windows beginning with "MAME" (user-specified), or in full-screen applications.