The Roman Catholic inquisitions. The vatican allowed access to a few of its records a decade ago, but most of the details of this terrible scandal remain under lock and key.
http://en.wikipedia.org/wiki/Pope_Paul_IV
http://en.wikipedia.org/wiki/Inquisition
The History of the Ottoman Empire hasn't been opened up properly. This includes genocides and slavery.
http://en.wikipedia.org/wiki/Ottoman_genocide
African history in general has a lot of secrets. For political reasons there is a lack of will to investigate.