For Mythos Cards (Page 16):
After playing a Mythos card, the keeper discards it to a faceup pile
adjacent to the Mythos deck. If the Mythos deck runs out of cards, this
discard pile is shuffled to create a new Mythos deck.
For Trauma Cards (Page 25):
Each investigator may have a maximum of one injury and one
insanity at any given time. If he receives a second card of the
same type, the original card is discarded first.
Additionally, some injuries/insanities say discard immediately.
Under Component Limitations (Page 25):
Decks of Cards: If a deck of cards runs out, the players
shuffle the discard pile to create a new deck. The only
exception is the Event deck, which always ends the game after
the last card is drawn (as listed on the card).
For Keeper actions (Page 10):
During this step, the keeper may resolve any number of these
Keeper Action cards that he wishes (threat permitting). These
actions are resolved one at a time by spending (discarding) the
appropriate amount of threat (printed on the upper left corner of
the Keeper Action card)
So Keeper Action cards don't get discarded ever, just the threat tokens. In fact, some keeper cards can be used multiple times in the same turn.