The third commandment of mystery fiction is:
Not more than one secret room or passage is allowable.
Fr. Knox’s 1939 commentary was:
I would add that a secret passage should not be brought in at all unless the action takes place in the kind of house where such devices might be expected. When I introduced one into a book myself, I was careful to point out beforehand that the house had belonged to Catholics in penal times. Mr. Milne’s secret passage in The Red House Mystery is hardly fair; if a modern house were so equipped – and it would be villainously expensive – all the countryside would be quite certain to know about it.
The secret passage was a common feature of detective fiction in the golden age of detective fiction (the inter-war period, roughly, 1919-1939), at least in English detective fiction. It’s far less common in American detective fiction for the reason which Fr. Knox mentions—it would be extraordinarily expensive to build a secret passage into a modern house. In very modern times it’s probably a little more doable, though it likely would have difficulty passing building codes and inspection (especially since inspections for house construction happen in phases, before the drywall is put up to conceal the interior of the walls).
But more to the point, there isn’t really much of any reason to put a secret passage into a house built at pretty much any time in America. In medieval England they were built into castles because castles were military fortifications and having an escape hole can be a good idea in a siege. During the time when the English monarchy was persecuting Catholic priests and executing them, recusant Catholics (in the aristocracy) would install priest holes and secret passages for getting priests into and out of their houses because getting the sacraments was worth a lot of money and trouble.
Houses in America were never designed as military fortifications—American houses were all constructed in the age of the canon—and it was never so illegal to be a Catholic in America that one had to hide priests in secret rooms to protect their lives from a police force which actively searched for them.
Basically, while in old English buildings secret passages might be a holdover from a time when they made sense, there was never a time in America where a secret passage in a house was anything but an eccentricity.
It is just doable to put a secret passage in an American house as an eccentricity—a rich old man who liked to spy on his guests, that sort of thing—but about the only place one can actually find secret passages in American buildings are related to the speakeasies during prohibition. However, those will pretty much all have been disassembled by now since commercial architecture (in America) doesn’t tend to last. The other problem is that a secret passage from, say, a nickel-and-dime store into what used to be a speakeasy and is now a storage room or perhaps a jewelry store or a hair salon doesn’t have a ton of possibility.
It has some possibility, of course. I don’t think it would work for two businesses which are open at the same time, but perhaps going from a closed business to kill someone in the open business could work. That said, the field of possible suspects is likely to be either too big or too small, depending on whether the store was broken into (or, equivalently, a customer stayed behind closing) or someone had to have the key to it.
Having said all of this, secret passages serve an odd function even in English mysteries. One of their principle uses is as a solution to a locked room mystery. The problem with them as such a solution is that they border on magic. The author can put the secret passage from anywhere to anywhere—with respect to the plot, if not precisely with respect to the architecture of the house—much like a magic spell can overcome any limitations (such as a locked room) without giving away anything about the sorcerer.
That said, a secret passage can still be interesting if it has some sort of complicated lock and there are clues to how to solve the lock to open the secret passage. And I’m happy to say that such a mystery would comply with Fr. Knox’s rule, since the existence of the secret passage must be known in order for the clues as to how one finds and opens the secret passage to make any sense at all.