Certain items can only be found within dungeons. These are dungeon-specific. That is, after you find them, they cannot be taken elsewhere and are only available when you are in that dungeon.
If you find the map in a dungeon, you can see where all of the rooms are. There is a map in each dungeon, and if you find one, it will show what room you are in and what floor you are on. It will also reveal where all of the other rooms are, even if you have not been to them. The rooms that have not been visited appear as gray, while visited rooms show up as blue. The map will also display a skull icon beside the door to the boss. Note that a map found in one dungeon will not reveal the locations of rooms in any other dungeon, so a new map can be found in each dungeon.
If you find the compass in a dungeon, you will be able to see which direction you are going. There is a compass in each dungeon, and if you find one, it will specify where you are and what treasures are on the map. Note that a compass found in one dungeon will not work in any other dungeon, so a new compass can be found in each dungeon.
Small Keys are found in dungeons later on in your journey. They are required to open locked doors inside of the dungeons. A small key will only work in the dungeon that you find it in and will not be usable in other dungeons.
You'll start finding Boss Keys in many of the dungeons that also contain small keys. These are required to access the bosses in these later dungeons. Boss Keys will only work in the dungeons that you find them in as well and cannot be used to open the boss door in other dungeons.