I wouldn't necessarily call them "secret" societies, but absolutely! The Roman empire featured many different cults, the exact nature of which was only revealed to the members. Two of the most prominent ones were the Mithradaic cult and the Eleusinian mysteries. The cult of Mithras was extremely popular in the 1-2nd century CE, particularly in the military. People would gather in these http://imgur.com/a/QphO8 long underground caverns, which could be anywhere for the ceremonies. Based on your ranking, you would be farther along the bench. The cult was strongly based on cosmology; they claimed Mithras had hatched from a cosmic egg. Each ranking in the cult had to do with a planet, from Mercury<Venus<Mars<Jupiter<Luna<Sol with the highest rank being Saturn. The cult originated in Persia, and was notable both for its popularity and because no outsiders were allowed.

In comparison, another major "cult" was the Eleusinian mysteries, which we know very little about but was open to anyone who spoke Greek. The Eleusinian mysteries were a festival, held once a year, which promised to reveal the secrets of life and death. After seeing them, Cicero stated "We have been given a reason not only to live in joy but die with better hope". The actual ritual consisted of a weeklong celebration and reenactment of the story of Demeter, Pesephone and Hades. Beyond this, we don't really know much.

While these aren't really secret political societies that ruled the empire from the shadows, I hope this answers your question. Mystery cults were very popular in Rome during the empire.