Etym: St. Katherine or Catherine of Alexandria was a scholarly woman who was imprisoned for converting the wife and soldiers of the emperor Maxentius. He is said to then have dispatched his philosophers to convince her by logical arguments to denounce her faith, only to find that she instead converted them. Later she was martyred, and a particular instrument of torture associated with this is known as "St. Katherine's Wheel". The etymology of this name is unknown.
Keeper: The player on a Quidditch team who attempts to keep the Quaffle from going through any of the goal hoops.
King's Cross: A major train station in London, and the point of origin for the Hogwarts Express.
knickerbocker glory: A confection similar to a large ice cream sundae with all the attendant toppings, sauces, etc., traditionally served in a very tall glass.
Knut: 1/493 of a Galleon, 1/29 of a Sickle.
Etym: Not sure, maybe just a variation of nut, the coins being brownish and all.