//Not in any method
private boolean touchedKey = false;

//in your player class
public void act()
{
    if (!touchedKey)
        touchedKey = getOneIntersectingObject(Key.class) != null;
    if (getOneIntersectingObject(Door.class) != null && touchedKey)
        changeWorld();
}

// when creating world (possibly in world class constructor or level constructor)
Door door = new Door();
Key key = new Key(door);
// in Key class
// instance field
private Door door;
// sample constructor
public Key(Door linkedDoor)
{
    door = linkedDoor;
}
// with the above, the linking is complete; the rest puts it to use
// in Player class 'act' method (or in a method it calls)
Key key = (Key)getOneIntersectingObject(Key.class);
if (key != null) key.encountered();
// in Key class
public void encountered()
{
    door.open();
    getWorld().removeObject(this);
}
// in Door class
// instance field
private boolean opened;
// the 'open' method
public void open()
{
    // change image of door
    opened = true;
}
// the 'isOpened' method
public boolean isOpened()
{
    return opened;
}
// in Player class 'act' method (or in a method it calls)
Door door = (Door)getOneIntersectingObject(Door.class);
if (door != null && door.isOpened()) nextLevel();