In OS X, Sublime Text > Preferences > Key Bindings - Default opens a buffer named Default (OSX).sublime-keymap. Ctrl-clicking on the filename reveals the following path: ~/Library/Application Support/Sublime Text 3/Packages/Default/Default (OSX).sublime-keymap
Now: 1. under ~/Library/Application Support/Sublime Text 3/Packages/ there is no such a "Default" directory... (neither a hidden one), 2. where is the file actually located?
Unlike ST2, ST3 can run plugins from .sublime-package files. These are zip files with renamed extensions. If you do not want to have to manually extract the files, you can try using the PackageResourceViewer plugin. Saving this opened file will save it in the packages directory, in support of the override package files functionality in ST3.