I unlocked the first 2 games during the last sale, and I wanted to give the keys away in one of the giveaway threads. However, I just noticed that I never received an email with the codes. Did I have to copy down the keys during the sale? Is there any way to still get my keys, or are they long gone? It isn't too big a deal because I was just going to give them away, but it does suck a little bit.

You wouldn't get a key if you didn't own the games I think, then they'd just activate on your account. You only got a key if you already owned the games.

If it was from Winter sale, page is still up here, there should be "Redeem"-buttons to get the games or keys.
If you don't have the game, it is added directly to your library when you click redeem and if you already have it, only then the code is emailed to you.