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Usually something some bands/artists do when they get a gig last minute and they tweet or update their Facebook statuses giving information about the place and cost and the lucky few in the area who see the news go.
Famous Musician: Hey guys in the NY area! I will have a Secret Show tonight in H Q Lounge! Cost is $15! Hope to see you then XO

Lucky Person who is in area and available: OMG! I AM FINALLY GOING TO BE ABLE TO SEE THEM!
by amdsc42 December 23, 2011
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Any show that you like/liked yet would take the fact to your grave that you actually watched/watch it.
If Bob were to know my secret show was The Amanda Show he'd kick my ass
by aztechy July 01, 2010
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