I have and do keep secrets from the present Mrs Hughes, but I am comfortable with that because she is a total stress-head and what she doesn't know, she can't worry about.
I'm not talking anything major here, but if I have bother at work, I don't tell her because she will simply stress about it, helplessly, so I think if she doesn't know - and I don't need to tell her - then that works all round.
Anything she needed to know, even if it would upset her, I would tell her, I try to be considerate, but not stupid.