KeyPreview = true;
...

   private void DetailForm_KeyDown(object sender, KeyEventArgs e)
        {
            if (e.KeyCode == Keys.Escape)
            {
                this.Close();
            }
        }

        /// <summary>
        /// Отмена
        /// </summary>        
        private void bClose_Click(object sender, EventArgs e)
        {
            this.Close();
        }