Mac OS X: Factotum is a clever little utility that sits in your OS X menubar and adds keyboard support for popular music websites like Grooveshark.
How does it work? Once Factotum is installed and running, you just press option + shift + one of the media keys on your keyboard and it'll control playback on any of the supported sites (you can find the list of sites here). It even works in the background. Factotum's performance isn't instantaneous, but it's pretty quick (I'd put response time at about half a second to a second) considering it's a piece of desktop software that's interacting with a website.
Factotum is available for $5, right now, on the Mac App Store.