We Die Young is written in the key of C♯ Dorian.
According to the Theorytab database, it is the 10th most popular key among Dorian keys and the 46th most popular among all keys. The C♯ Dorian scale is similar to the C♯ Minor scale except that its 6th note is a half step higher (A♯). Chord progressions in Dorian have a characteristic sound due to the major quality of the chord built on the 4th scale degree.
See the C♯ Dorian Cheat Sheet for popular chords, chord progressions, downloadable midi files and more!