There are a number of contexts, symbols, functions, string option names, various items and syntax forms within Mathematica that are undocumented. Of particular note is the
Internal` context which includes some interesting functionality like
Internal`InheritedBlock and Expression Bags. Other undocumented contexts can be found via
Be aware that relying on undocumented functionality has some risks. Such functions might be subject to change without notice in future versions, thus code might not work as expected. It is even possible that your code won't work as intended in current versions, as usually there is only partial knowledge available about these undocumented functions.
Some example questions: