Sam used the Time-Lock in The Pit and ends up in Ancient Persia, in a ceremonial temple named the Ziggurat. From there, he must travel through the city of Persepolis, all the way to the Tower of Babel, where another Time-Lock lies.
From your starting position, make a circle around the building to collect a sniper rifle.
In the hall with some spiral staircases, one of the columns has an opening. Use that opening to collect a Super Health, and then proceed back the same way you came there. You can also try to jump to the heart after entering the building after the starting area, but the first way is less risky.
Once you are outside of the Ziggurat, head right and you'll notice a darker-colored section on the wall. Blast it with the pump-action shotgun to reveal a Large Health.
Opposite of #3, collect an item in the corner to reveal a "suicidal avenger plant". If you destroy the small plant before collecting the item, this secret will not register.
Behind the tower on the left with the hawk wing in it, there is a lighter-colored section on the wall. Blast it with the single shotgun to reveal an Extra Small Armor shard. Picking it up will spawn a Major Bio-mechanoid in front of you, but if you walk behind it and don't touch it, it will not notice you.
When entering the building after collecting both hawk wings, look to your right and you'll notice a supply depot through a grating. After unlocking the door, enter the room and go to the right, between two pillars and through a dark hallway, to discover and collect the supplies.
(HD-only) After the room with the Double Barrel Coach Gun and Kleers, you will come across a gap with a spike trap below it. Jump in the spike pit to be teleported to a secret area, and jump through the teleporters spinning around a column in the secret area to collect a weapon (Serious Bomb in singleplayer, SBC Cannon in co-op).
At the right side of the village, in the distance, there are two lonely plants sitting. Collect the Serious Speed power-up there.
After placing both hawk wings and entering the residential area of Persepolis, in the courtyard to the right, after you deal with the initial attacks, to the left of the Winged Horse statue, in a corner next to a building, there is a health pill. Pick it up to enable the 'Boxing Barry' secret. Then, look at the leftmost window of the building, you'll notice it is squeaking and moving. Blast it with a rocket launcher to spawn a Common Aludran Reptiloid, which in turn will be gibbed by a boxing glove. (On rare occasions, the glove can miss the Reptiloid, requiring it to be killed conventionally).
In the same courtyard as #10, at the tower with the green sacred stone, go to the northwest from it and you'll see a wall. Blast a darker section on the wall and move through it, you'll be at a dead end. turn around and look up to your left from there, you'll see a platform with an Invulnerability power-up on it. Shoot a rocket at it to destroy it and collect the power-up.
"The Gates of Persepolis" is the second part of Ziggurat, from residential area until the end of the level, which is split for the Xbox version of the classic game.
Before the final area, you can walk through the left door to find yourself in a puzzle-room which you have to survive through, and in the end, collect a Super Health.
In Serious Sam HD, the AI seems to be confused by the open areas of the level, and will sometimes veer off in a random direction when attempting to path to the player. While this can sometimes buy the player time, i.e. when dealing with Beheaded Kamikazes, it can also make faster enemies (such as the aforementioned Kamikazes) difficult to consistently hit.