Where can I find a list of key codes for use with Cocoa's NSEvent class?

Here you go. It's a map of all the virtual key-codes on the US extended keyboard layout, from the old Inside Macintosh: Text. Most of the key codes are still currently, although I suspect that the very newest Apple keyboards—those with media keys—may have changed a few of the function keys.

Note: ISO and non-extended keyboards may have different key codes for some keys. If you have such a keyboard, try Peter Maurer's Key Codes application. His site is down, so here's my copy.

As far as I know, there is no enum or list of key codes. However, to get similar behavior, you can call interpretKeyEvents: in keyDown: which will call appropriate action methods, all of which are documented in NSResponder (e.g. moveLeft:, insertTab:, etc.)

To include HIToolbox/Events.h (as mentioned in berrange's answer) in XCode 4 you just need to go to Link Binaries with Libraries and add the Carbon framework (which includes HIToolbox) and then import the main Carbon header in the file where you are checking the keyCodes.

#import <Carbon/Carbon.h>

It took me a second to figure out that I couldn't import HIToolbox/Events.h directly so I thought I'd post this in case it helps someone.