Binding arrow keys in JS/jQuery

document.onkeydown = function(e) {
    switch(e.which) {
        case 37: // left
        break;

        case 38: // up
        break;

        case 39: // right
        break;

        case 40: // down
        break;

        default: return; // exit this handler for other keys
    }
    e.preventDefault(); // prevent the default action (scroll / move caret)
};

If you need to support IE8, start the function body as e = e || window.event; switch(e.which || e.keyCode) {.

(edit 2020)
Note that KeyboardEvent.which is now deprecated. See this example using KeyboardEvent.key for a more modern solution to detect arrow keys.

$(document).keydown(function(e){
    if (e.which == 37) { 
       alert("left pressed");
       return false;
    }
});

Character codes:

37 - left

38 - up

39 - right

40 - down

You can use the keyCode of the arrow keys (37, 38, 39 and 40 for left, up, right and down):

$('.selector').keydown(function (e) {
  var arrow = { left: 37, up: 38, right: 39, down: 40 };

  switch (e.which) {
    case arrow.left:
      //..
      break;
    case arrow.up:
      //..
      break;
    case arrow.right:
      //..
      break;
    case arrow.down:
      //..
      break;
  }
});

Check the above example here.

This is a bit late, but HotKeys has a very major bug which causes events to get executed multiple times if you attach more than one hotkey to an element. Just use plain jQuery.

$(element).keydown(function(ev) {
    if(ev.which == $.ui.keyCode.DOWN) {
        // your code
        ev.preventDefault();
    }
});