How to unhide windows all belonging to the same app

I have the same problem with all apps, from finder to a browser. If we take finder for example, if I have more than one finder window open, I want to be move from one window to another quickly. However the usual window swapping approaches using CMD-tab or the dock only rotate between apps, but not between windows in the same app. Is there a quick way to do this and even better could I make it a short cut?

At the moment I have to use the Window menu and manually select the different windows at the bottom of that menu, which is slow and cumbersome. Because they are not fixed menu commands, you can't setup a shortcut.