You can find a complete list of all shortcuts here: Keyboard Shortcuts Overview, including the ones for formatting headings:
| Shortcut | Command | |
|---|---|---|
| ⌃⌘ 0 | Body Text | |
| ⌃⌘ 1 | Heading | |
| ⌃⌘ 2 | Sub-Heading | |
| ⌃⌘ 3 | Minor Heading | |
| ⌃⌘ 4 | Minor Sub-Heading | |
| ⌃⌘ 5 | Preformatted |
Note that you can always redefine the shortcuts in the system preferences if you like.