They may not be an obvious "secret" to the point where it's marketed like Bastion is, but there are many homes that have an area not originally intended for building but are still accessible. A lot of older homes have their own nooks you wouldn't normally think to build in. I've made my fair share of attics within the triangular roofs.

Earthtear has a "room" you can build up to within the temple. I did something with it once because I thought it was very cool. There are also ledges up high that are traversable that you wouldn't think is accessible.

Daggerfall Overlook has a "secret" trapdoor that plops you in the ocean. You could make a custom room or lead to an escape boat or something.

Hakkvild's High Hall has a trapdoor and a door to the second floor that isn't super obvious. Always been fond of it.

Colossal Aldmeri Grotto and I think Seaveil Spire both have accessible shipwrecked boats you can climb into, just have to build to them.

Jode's Embrace has the portal to another realm.

Agony's Ascent and Highhallow Hold have ladders that go to another room/area.

That's just off the top of my head.

The Reach home has secret way out behind the waterfall IIRC.
Edit:
There‘s also a small cave behind the waterfall in the Wrothgar smithy home I think, and there‘s a cave in the garden of Potentate‘s Retreat.