Although I don't play them much, I have a whole quiverful of penny whistles. Diatonic, one key only, but with a little legerdemain, one can sometimes get two keys out of them. My wife (plays piano and organ quite adeptly, but even equipped with a handle, they're pretty heavy to carry around) picked up a small lap harp, only to find that it was diatonic and much too limited for what she wants to do. Sharping levers, maybe?

Even the guitar, although a chromatic instrument (and like other chromatic instruments), has its limitations. It's most easily played in the keys of C, G, D, A, and E. And Am, Em, and to an extent, Dm. If you want to play in a major key, but use that key's relative minor chords as well, you run into the limitations of the minor keys. Moving from C to Am is no sweat, but from E to C#m (relatively the same change) ain't much fun. Instant bar chord (I can do bar chords okay, but in some cases I'd rather avoid them). So you can capo up.

Common knowledge to some guitarists, but you can also use a capo to transpose down:    easily done. To play in Bb, just capo on the 2nd fret and play as if in A. Or the 3rd fret and play as if in G.

I'll leave you to work out the rest of them.

Don Firth