Of primary concern: La Justicia! This is the secret society that Zorro was inducted into, the one that taught him many skills and secrets that aided him in his fight against injustice. Furthermore, aside from the very demanding training and tests, each of the inductees are asked to take on a codename (El Latigo! La Fantasma! El Corte!) and wear a mask -- an attempt to right wrongs away from the prying eyes of the powerful and corrupt.
For fantasy campaigns and settings, the idea of a secret society need not be limited to those of villains. There can be various secret societies that are founded on high-minded principles and composed (mostly) of highly motivated, righteous individuals with skills and resources ready to aid the worthy adventurer.
This can be a slightly different take on the much-maligned 3E prestige classes, especially since the benefits of belonging to these societies can grant many non-combat related boons:
- sequestered artifacts
- obscure knowledge
- untapped resources
All that remains is to construct them! It's certainly food for thought in the construction of Enigmundia.