Azorian: The Raising of the K-129
AKA: The Glomar Explorer...here are the details of a case when the US government was able to cover up a huge project while it was in plain sight. Generally I am not a conspiracy theorist so I hate to give you lunatics ammunition. I hate to give you guns too ;-) Actually, the project did leak a few years later. Details were wrong, but it leaked.
Anyway, the combination of international intrigue, amazing (really, Amazing) engineering, and boats (I love boats) made this really interesting for me. If only they could've worked a pig and a dog into the story.