Usually something some bands/artists do when they get a gig last minute and they tweet or update their Facebook statuses giving information about the place and cost and the lucky few in the area who see the news go.
Famous Musician: Hey guys in the NY area! I will have a Secret Show tonight in H Q Lounge! Cost is $15! Hope to see you then XO
Lucky Person who is in area and available: OMG! I AM FINALLY GOING TO BE ABLE TO SEE THEM!