If we are talking stations, then there must be a lot of doors / passage-ways that are no longer in use for one reason or another, and don't have signs on the doors to say what they are, but they aren't really 'secret' as in any sinister way.
This would include links to lift shafts / emergency staircases that are no longer in use because the station has been rebuilt with escalators, signal cabins that are no longer in use because of re-signalling, interchange passageways that have been replaced by something newer and bigger, entrance / exits that have been closed for operational reasons, or because street layout changes have made that entrance redundant.
For example, Turnpike Lane and Manor House stations were built with entrance / exits leading to tram loading islands (before London Transport, the Metropolitan Electric Tramways was broadly in the same ownership as most of the London Underground, and they were keen on trams feeding passengers in to the Underground.) - there's an LT Museum photo of Turnpike Lane
here. They lasted (for later trolleybuses and buses) until 1968 (1968 photo
here.) I think the ones at Manor House went with the trams in the late 1930s. I understand that the concourse level bits of the passages to these exits are still there behind closed doors.