It's not at all uncommon for the "mixer" who sets up a tape or CD to speed up or slow down an original studio recording to make it fit to an alloted "timeslot" on the published tape/CD, and this quite often causes a pitch shift (or, if you will, a key change).

With digital recording, it is possible to speed up or slow down recordings without any pitch shift. You can do it on a home computer using Windows media player. Very useful for learning tunes :-)