Swing's KeyListener and multiple keys pressed at the same time

Use a collection to remember which keys are currently pressed and check to see if more than one key is pressed every time a key is pressed.

class MultiKeyPressListener implements KeyListener {
    // Set of currently pressed keys
    private final Set<Integer> pressedKeys = new HashSet<>();

    @Override
    public synchronized void keyPressed(KeyEvent e) {
        pressed.add(e.getKeyCode());
        Point offset = new Point();
        if (!pressedKeys.isEmpty()) {
            for (Iterator<Integer> it = pressedKeys.iterator(); it.hasNext();) {
                switch (it.next()) {
                    case KeyEvent.VK_W:
                    case KeyEvent.VK_UP:
                        offset.y = -1;
                        break;
                    case KeyEvent.VK_A:
                    case KeyEvent.VK_LEFT:
                        offset.x = -1;
                        break;
                    case KeyEvent.VK_S:
                    case KeyEvent.VK_DOWN:
                        offset.y = 1;
                        break;
                    case KeyEvent.VK_D:
                    case KeyEvent.VK_RIGHT:
                        offset.x = 1;
                        break;
                }
            }
        }
        System.out.println(offset); // Do something with the offset.
    }

    @Override
    public synchronized void keyReleased(KeyEvent e) {
        pressedKeys.remove(e.getKeyCode());
    }

    @Override
    public void keyTyped(KeyEvent e) { /* Not used */ }
}

The KeyListener interface allows detecting key pressing and releasing separately. Therefore, you can maintain a set of "active keys", i.e. keys which have been pressed but not released yet.