Here are some secrets from Grand Theft Auto V:

Stunt Jumps:
There are 50 Stunt Jumps hidden around Los Santos. Some are hard, others are easy. (Single/Multi-player.)

Spaceship Parts:
There are Spaceship Parts hidden around Los Santos. You must find them all for a Strangers & Freaks mission. (Single Player only.)

Under the Bridge:
Flying under the bridges of Los Santos will award you a feeling of achievement. This is an official "collectible".

Letter Scraps:
These will help you solve a murder! Yes, gathering these all will garner a confession from the killer of Leonora Johnson, and then you can confront him. (Single player only.)

Nuclear Waste / Submarine Pieces
These collectibles are found mostly underwater. (The Submarine Pieces are not worth your time for the reward. Then again, none of these are. Single player only.) 

If you want a sectioned guide to finding the above collectibles, find it here:
http://maps.achievementhunter.com/guides/overview/grandtheftautov

Peyote Plants:
Coolest thing ever! These plants allow you to be an animal. It picks out of a random pool of creatures depending on the environment and character you are using. (Single player only.)
All peyote plants: http://kotaku.com/where-to-find-all-of-gta-vs-secret-peyote-plants-1666138169

Easter Eggs:
-Claptrap generator
-Sign that says "Destroy the Ring". Reference to LoTR.
-Ripley's Believe it Or Not building recreated.
-UFOs after game completion
-Bigfoot like from Red Dead Redemption: Undead Nightmare after game completion.
-Mystery of Mount Chiliad.

All of the above should be easily search-able. Did I do good? What did I miss? Discuss these and add to the discussion below!