Secret one
Right at the very start of the level, you'll see a bunch of gas cylinders against a wall - shoot them to blow open a hole into a secret room
Before: 
After: 
Secret two
Deeper into the facility you'll encounter a number of the Nazi's X-creatures, in this case "lopers" (the electric monster thingies). The last of these is confined to a locked pen - you'll have to open that pen and kill the loper (hint - the Reich appears to make its immortal super soldiers out of
cheap plastic, so zap them briefly with the flamethrower and then retire to a safe distance while they burn up).
In the pen where you killed that last loper
you'll notice a crack in the far wall. Shoot the crack, creating a larger hole
and you'll get access to a secret room beyond
Secrets three and four
In the area that you come to just before the sub pen, you'll find this flooded shaft:
Dive into the water, and behind those pipes you'll find a grate:
Destroy the grate:
and swim through it, and then up to the first secret area:
Now climb that ladder and walk around the passageways until you find this hatch:
Open the hatch to reveal a large valve:
Turn the valve and retrace your steps back to dry land. You'll discover that the valve has flooded the second shaft (located near to the first shaft):
Now dive into this shaft - between the two main sections of it you'll find this small opening in the ceiling:
swim into it and climb the ladder:
and you'll emerge at a second secret area:
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