And all I ask is a tall ship and a star to steer her by.
The Keyblade Masters have an aerospace ship of magical nature called The Kingdom. Classified as a General Utility Mobile Modular Interface (or G.U.M.M.I.) ship, it can be an airship, a jet, a starship--whatever it needs to be, depending on what world it travels to. The ship is small and not really designed for long-term occupation, but it has sufficient accommodations to make long journeys tolerable.
Armament
It has Enhanced-level armor and weaponry, able to stand up reasonably well in a fight, but its main purpose is to facilitate travel between Worlds with greater speed and safety than mere wandering might allow.