Chests are found throughout the maps in the game.
Menu Chests[]
Menu Chests are blue and give you access to the game menu where you can save the game, check stats and equip and use items. Example: In the top floor of the Lair.
Saving Chests[]
Saving Chests are red and give you access to the saving screen. These tend to appear in situations when menu access is restricted, like if you're tied up. Example: Outside of the Mage's Tower.
Small Chests/Boxes[]
These are found throughout the game and usually contain common items such as potions and perfumes. Some of these however also contain rare 1 time use items like IKO Bombs and Legendary Lamps.
Big Chests[]
Big Chests look like Menu and Saving Chests but have a wooden color. They mostly contain unique items like costumes, teaching scrolls and Key Items. These chests are often found in Bonus Areas, and sometimes as decoration in out-of-reach places.