I find myself in occasional need for doing screencasts or screen sharing sessions, and some of these are useful for that:

Category Date Link System Notes
Keystroke Overlays 2019 QiPress Windows Free version available, also displays mouse clicks
keycastr macOS Open Source
KeyPress OSD Windows also highlights mouse position
Keystroke Pro macOS Sadly, not available in the App Store
screenkey Linux PyGTK, old-ish
Mouse Overlays Cursor Pro macOS
2018 Mouseposé also displays keyboard presses. Great for presentations, too
Plugins 2019 shortcut_VUr a Blender plugin to overlay mouse and keyboard commands
Screencasting Captura Windows All-in-one solution (includes overlays), can be installed via Chocolatey
2007 Screenflick macOS A full-fledged screencasting app that also records mouse clicks and keypresses separately