I attach an EventHandler(KeyEvent.ANY) to my Scene and print the event when text is NOT empty (attached NB project). I simply issue a key stroke when hovering the Scene, Meta + z on Mac, one Ctrl + z on Windows (I could have used another letter than 'z', it doesn't matter here).
Results are:

MacOS 10.6
Meta + z
Event: KeyEvent [source = javafx.scene.Scene@6ad3c65d, target = Button[id=null, styleClass=button], eventType = KEY_PRESSED, consumed = false, character = , text = z, code = Z, metaDown, shortcutDown]

Windows 7
Ctrl + z
Event: KeyEvent [source = javafx.scene.Scene@455fc40c, target = Button[id=null, styleClass=button], eventType = KEY_PRESSED, consumed = false, character = , text = z, code = Z, controlDown, shortcutDown]
Event: KeyEvent [source = javafx.scene.Scene@455fc40c, target = Button[id=null, styleClass=button], eventType = KEY_RELEASED, consumed = false, character = , text = z, code = Z, controlDown, shortcutDown]

On Windows you get PRESSED and RELEASED in the two cases.
Any idea why on Mac you never get RELEASED for Cmd + z ?