Apple - Can I turn off the screen with a keyboard shortcut?
Control+Shift+Power For current Mac keyboard layouts. Control+Shift+Eject works for older keyboard layouts that still include the Eject key.
This page explains some alternate solutions as well.
Also, if you have "Require password after sleep or screen saver begins" set to immediately in System Preferences -> Security & Privacy, it will ask you for your password after doing this.
Yes - shift-ctrl-eject is the keyboard shortcut for this.