There have already been some questions about some undocumented functionality in Mathematica. Such as (please add to these lists!)
- How can one find undocumented options or option values in Mathematica?
- What do these undocumented Style options in Mathematica do?
- Undocumented command-line options
Also, other questions and answers that contained undocumented functions
Internal`InheritedBlock
(also in Exposing Symbols to $ContextPath)Internal`Bag
(in Implementing a Quadtree in Mathematica) (also here)RuleCondition
(in Replace inside Held expression)
Along with the "Undocumented (or scarcely documented) Features" segment of the What is in your Mathematica tool bag? question.
Szabolcs also maintains a list of Mathematica tricks which contains a list of "undocumented stuff", which can now be found archived here.
So, what undocumented functions do you know and how do you use them? (Added useful information is maybe how you discovered the functions and any version dependence.)