The use of named functions expression may help to keep a cleaner code :
function go_left(){console.log('left');}
function go_up(){console.log('up');}
function go_right(){console.log('right');}
function go_down(){console.log('down');}
$(document).on('keydown',function(e){
var act={37:go_left, 38:go_up, 39:go_right, 40:go_down};
if(act[e.which]) var a=new act[e.which];
});