If taking the vehicle on a trip, or going out of the city, always inquire about a spare set of keys. Keys can easily be misplaced at the most inopportune times, especially being in strange surroundings. There is nothing quite like losing keys late at night miles from where one needs to be. If keys are lost, most car dealerships have the facilities to cut them. And the rental agencies usually keep a log of their key codes.
Some rental agencies are very particular as to where their cars are driven.
It is more than likely allowed, but as the owner of the car, the agency has the right to know where it is going. This should be cleared before the rental. One does not want to be in an non allowed location and run into a problem. Also, most companies are very, very against their cars traveling on un-paved roads. Any tire or other damage caused while being on an un-paved road is usually excluded from the collision damage waiver.