Professor Stein's research seems to indicate that there's a secret chamber beneath the Pyramid of Khufu, accessed using the Sphinx. While scientists scramble to find the answer to the riddle of the sphinx, Sam Stone journeys to it to blow it up and find out what's inside.
On a building in the first village — climb up the wall on the left side of the main street on its first break. Jump across the buildings towards the one with the satellite dish and a collection of aerials, then climb up it to find a sniper rifle to get a "King of the Hill secret found!" message.
Just outside the first village — a dirt road runs perpendicular to the village. Looking to the right you can see a truck, and if you're at the truck you should see a black spike in the desert, which is a utility pole. If the Sandwhale hasn't surfaced recently, run out until you hear rumbling and then run back, let it come up and go back down, then race out to get the weapon at the pole. The Sand Whale seems to take a bit longer than usual to start burrowing towards you if you make a beeline directly towards the minigun from the truck.
On the left side of the second village, behind a building, is an explosive barrel partially buried in the sand. Shooting it will reveal some health.
Further into the second village there is a walled off yard with a couple of different ways in (3 holes in the wall and an open gate; in the sixth row of houses, relatively central). In this area is a light blue dumpster against a building. Between the dumpster and the building is an almost stuck Medium Health.
At the entrance to the monument — the kiosk at the entrance to the monument has a caged door on it, but can be opened by using it. Entering it shows the message "Secret ticket booth found!" and spawns a Beheaded Rocketeer, who gives you a bag of money when you approach the counter, but gets angry when you take it. Killing him gets a quip from Sam and spawns more Beheaded Rocketeers.
At the entrance to the monument — There's a locked yard to the left of the entrance that's also opened with the keycard. Inside the base of the crane is a Small Health.
In the tunnels after the stairs — There's a long hall with dozens of blind alcoves. In one on the left near the end is another hallway with a spooky hall and a Devastator.
In the final area — If you go down the stairs to the door to the Sphinx, there's a Large Health tucked in the corner on the right.
If you time the Sand Whale right and get lucky in the last area you can run around the left wall and make it all the way back to the Sphinx. If you stop just before going in the pit the Sand Whale will go away and you can walk along the wall. There isn't anything there, though. If you head back through the Sphinx, when the elevator reaches the top you'll fall through the floor to your death after a moment.
Standing at the booth (5.), then sprint along the right side of the desert rock wall (timing again), lets you flank past the labyrinth (from the outside). Clipping becomes missing, and you can drop into the labyrinth, and even continue. Again not really much use, maybe for a speedrun.