The key combination is CMD+R.
Internet Recovery Mode requirements
“Some Macs that came with OS X Snow Leopard can use Internet Recovery after installing OS X Lion or later and a firmware update"
If your Mac is one of the models listed below, or older, you may upgrade it to use OS X Internet Recovery by downloading and installing an updated EFI Firmware ROM:
MacBook Pro (13-inch, Early 2011)
MacBook Pro (15-inch, Early 2011)
MacBook Pro (17-inch, Early 2011)
iMac (21.5-inch, Mid 2011)
iMac (27-inch, Mid 2011)
MacBook (13-inch, Mid 2010)
MacBook Pro (13-inch, Mid 2010)
Mac mini (Mid 2010)
MacBook Pro (15-inch and 17-inch, Mid 2010)
iMac (21.5-inch and 27-inch, Mid 2010)
MacBook Air (11-inch and 13-inch, Late 2010)
Newer machines...