Roman à clef (said like it rhymes with "a don a day") means "novel with a key" in French. It is a phrase used for talking about literature and movies. A roman à clef is a type of story that's true for the most part except for details like the name of the main character. The "key" part of the meaning–what someone needs to unlock the real story–changes from book to book. For some books it is knowing that the main character is really a famous person. For others it is knowing that the main character is really the author.
Authors usually write these types of stories (instead of telling the whole truth) to talk about a controversy or what happened during a crime so that the people involved can't sue them. A couple of movies that are written like this are Citizen Kane (a movie about a man a lot like William Randolph Hearst) and Dreamgirls (a movie about a Motown group a lot like The Supremes).
Because it comes from French, the plural of roman à clef is romans à clef.