Well we do still get games with a few eastereggs like fallout 3: the bobbleheads, the power armor which likes to talk, the explosion with armor and the firelancer, the spaceshuttle and lots of other cool stuff. But yes i do miss the secrets like the women you find in duke nukem 3D, the random encounters in fallout 1 and 2 and also like some of the other guys said the cow level.

Iji the killer is full of secrets too, and it is a great game, with multiple endings and all... (plus its free)

Left4Dead has eastereggs up the wazoo. Some are obvious, and some are quite obscure.

Yeah if you apply the invincibility cheat along with the cheat that automatically jumps you to a higher level, then explore the caverns at the start, there's a little room with an ewok chained to it. You can even shoot him if you want.