Okay, Austin, what you really seem to be asking about is how to move about the neck more freely rather than being stuck in one position, correct? Just to clear this up, this has nothing to do with keys; keys are a collection of notes that share a defined harmonic relationship. You need to learn movable chord shapes, how to apply them to your playing, and the scale forms that you use over them.
There is tons of information available on this, both online and in book/dvd form. You want to look for what is known as the "CAGED" method; one source right off the top of my head is the "Fretboard Logic" series of books. What this method is is that you can move any shape all over the neck (usually while using your first finger to serve as a capo), but the five shapes to focus on are the first (open) position C, A, G, E, and D chords. For example, if you slide up to the fifth fret, bar that fret with your first finger (like it's a capo), and play a C chord with your other fingers you have an F chord (your root -F- being the 7th fret 5th string). If you played an A chord on the seventh fret while barring the 5th fret it makes a D. If you play an E chord starting on the 6th fret (while still barring the 5th) you get an A chord. If you play a G chord starting at the 7th fret (still with the barre at the 5th fret) that makes a C chord. Playing a D chord at the 7th fret gives you a G chord. This works all over the neck, you just have to learn what your root notes are.
So, the trick to this is that there are 5 Major scale forms - each one corresponds to one of these CAGED chords. Just like the chords, these shapes also move all up and down the neck - they DO NOT change. So if you learn the major scale shape that goes with the G major chord shape (Hint - it is the same shape as your basic pentatonic minor scale with the root on the second note of the scale), then you know it all over the neck - you just have to line it up with the chord.
Try it - play a C chord, and play the minor pentatonic scale at the 5th fret over it, but focus on the notes on the 8th fret as your root. Sounds pretty good, right? That's because you're playing a C Major pentatonic scale. Now, play an E chord, and slide the pentatonic scale up to the 9th fret - see, same scale shape, but now you're using it to play over E major.
DO NOT get caught up in learning a bunch of useless stuff like separate scales for each mode, it is a waste of time and money. Learning how this method works will get you through 99% of all situations you will find yourself in (there a few more scales you'd need for jazz). These 5 scale forms contain in them all the modes (like mixolydian, dorian, etc.), the pentatonics, and the minor scales - it's just a matter of learning how to think about them once you get them under your fingers. Hopefully this points you where you want to go. Good luck and have fun!
Out of the loop? I didn't know there was a loop!