If you have an older version of Delphi (Delphi 6 and up), you could also use a dynamic array of record, then our TDynArray or TDynArrayHashed wrappers to create a dictionary with one field of the dynamic array records. See this unit.
The TDynArrayHashed wrapper was developed to be fast.
Here is some sample code (from supplied unitary tests):
var ACities: TDynArrayHashed;
    Cities: TCityDynArray;
    CitiesCount: integer;
    City: TCity;
    added: boolean;
    N: string;
    i,j: integer;
const CITIES_MAX=200000;
begin
  // valide generic-like features
  // see http://docwiki.embarcadero.com/CodeExamples/en/Generics_Collections_TDictionary_(Delphi)
  ACities.Init(TypeInfo(TCityDynArray),Cities,nil,nil,nil,@CitiesCount);
  (...)
  Check(ACities.FindHashed(City)>=0);
  for i := 1 to 2000 do begin
    City.Name := IntToStr(i);
    City.Latitude := i*3.14;
    City.Longitude := i*6.13;
    Check(ACities.FindHashedAndUpdate(City,true)=i+2,'multiple ReHash');
    Check(ACities.FindHashed(City)=i+2);
  end;
  ACities.Capacity := CITIES_MAX+3; // make it as fast as possible
  for i := 2001 to CITIES_MAX do begin
    City.Name := IntToStr(i);
    City.Latitude := i*3.14;
    City.Longitude := i*6.13;
    Check(ACities.FindHashedAndUpdate(City,true)=i+2,'use Capacity: no ReHash');
    Check(ACities.FindHashed(City.Name)=i+2);
  end;
  for i := 1 to CITIES_MAX do begin
    N := IntToStr(i);
    j := ACities.FindHashed(N);
    Check(j=i+2,'hashing with string not City.Name');
    Check(Cities[j].Name=N);
    CheckSame(Cities[j].Latitude,i*3.14);
    CheckSame(Cities[j].Longitude,i*6.13);
  end;
end;
So for your problem:
type
  TMyMap = record
    Key: string;
    Value: array of string;
  end;
  TMyMapDynArray = array of TMyMap;
var
  Map: TMyMap;
  Maps: TMyMapDynArray;
  MapW: TDynArrayHashed;
  key: string;
  i: integer;
begin
  MapW.Init(TypeInfo(TMyMapDynArray),Maps);
  Map.Key := 'Some key';
  SetLength(Map.Value,2);
  Map.Value[0] := 'One';
  Map.Value[1] := 'Two';
  MapW.FindHashedAndUpdate(Map,true); // ,true for adding the Map content
  key := 'Some key';
  i := MapW.FindHashed(key);
  // now i=0 and Maps[i].Key=key
  for i := 0 to MapW.Count-1 do // or  for i := 0 to high(Maps) do
    with Maps[i] do
    // now you're enumerating all key/value pairs
end;