Where can I find the unicode symbols for Mac functional keys? (Command, Shift, etc.)

If you are talking about something like this: ⌘ (the ⌘ key), then you are looking for this chart:

HTML Entity     GLYPH  NAME
              Apple
⌘         ⌘      Command, Cmd, Clover, (formerly) Apple
⌃         ⌃      Control, Ctl, Ctrl
⌥         ⌥      Option, Opt, (Windows) Alt
⇧         ⇧      Shift
⇪         ⇪      Caps lock
⏏         ⏏      Eject
↩         ↩      Return, Carriage Return
↵ ↵ ↵      Return, Carriage Return
⏎         ⏎      Return, Carriage Return
⌤         ⌤      Enter
⌫         ⌫      Delete, Backspace
⌦         ⌦      Forward Delete
⎋         ⎋      Escape, Esc
→ →  →      Right arrow
← ←  ←      Left arrow
↑ ↑  ↑      Up arrow
↓ ↓  ↓      Down arrow
⇞         ⇞      Page Up, PgUp
⇟         ⇟      Page Down, PgDn
↖         ↖      Home
↘         ↘      End
⌧         ⌧      Clear
⇥         ⇥      Tab, Tab Right, Horizontal Tab
⇤         ⇤      Shift Tab, Tab Left, Back-tab
␢         ␢      Space, Blank
␣         ␣      Space, Blank

You also can copy the glyphs directly!

Events.h defines constants for the menu glyphs, but not the code points used to represent them. There are several unofficial lists like Keyboard icons & terminology - Ask Different Meta or this one posted on an Apple mailing list.

CajunLuke rolled back my edit to daviesgeek's answer, so here's another list. Differences compared to the current revision of the other answer:

• Formatted as CSV
• Added ⌧ and ␣
• The numeric character reference for the left arrow key was wrong
• Included named character references added in HTML5
• Removed uncommon variants like ⏎ and ␢
• The numeric character references are in hexadecimal

⌘,⌘,,command
⇧,⇧,,shift
⌥,⌥,,option
⌃,⌃,,control
↩,↩,↩,return
⌤,⌤,,enter
⌫,⌫,,delete
⌦,⌦,,forward delete
⌧,⌧,,clear
⇥,⇥,⇥,tab
⇤,⇤,⇤,backtab
␣,␣,␣,space
⎋,⎋,,escape
⇪,⇪,,caps lock
⏏,⏏,,eject
⇞,⇞,,page up
⇟,⇟,,page down
↖,↖,↖,home
↘,↘,↘,end
←,←,←,left
→,→,→,right
↑,↑,↑,up
↓,↓,↓,down