I have a canvas with a rectangle and I want to detect if someone pressed the rectangle together with a key (ie "shift").

If you want to handle multiple combinations of modifier keys (alt, shift, control, meta, etc) you can bind to <1> and examine the state attribute of the event object. However, there are platform dependencies that make that problematic. I personally find making individual bindings easier and more straight-forward.

For more on how to use the event.state attribute, see check if modifier key is pressed in tkinter