General terms:
* Covert organization
* Underground group
* Clandestine society
* Hidden order
* Secret brotherhood/sisterhood
* Conspiracy (if the society has sinister intentions)
More specific terms:
* Cult (if the society has strong religious or mystical beliefs)
* Fraternity/Sorority (if the society is focused on social networking and rituals)
* Masonic Lodge (referring specifically to Freemasons)
* Illuminati (referring to a specific historical organization with conspiracy theories surrounding it)
* Shadow organization (often used in fiction to denote a group with nefarious influence)
The best word to use depends on the context and the specific type of secret society you are referring to.