All versions of SQL Server have had some stored procedures that are not documented in MSDN. The fact that they are not documented indicates that Microsoft has those stored procedures for its internal use only and does not intends or recommends them to be used in Production code by SQL Server customers. The undocumented stored procedures can be deprecated or modified without any notice.

It is strongly recommended to avoid using undocumented features of SQL Server in your Production environment.

Having said that, many of the undocumented stored procedures can be quite handy for day-to-day adhoc stuff. The following articles list out many of those stored procedures, some with examples.

List of Undocumented Stored Procedures in SQL Server
http://www.sqlservercurry.com/2010/04/list-of-undocumented-stored-procedures.html

Undocumented Extended and Stored Procedures
http://www.sqlservercentral.com/articles/Stored+Procedures/62868/

Useful undocumented extended stored procedures
http://www.mssqlcity.com/Articles/Undoc/UndocExtSP.htm

SQL Server 2000 useful undocumented stored procedures
http://mssqlcity.com/Articles/Undoc/SQL2000UndocSP.htm

Useful Undocumented SQL Server 2005 Extended Stored Procedures
http://www.sswug.org/articles/viewarticle.aspx?id=27393

SQL Server Programming Hacks - 100+ List : Undocumented but handy
http://wiki.lessthandot.com/index.php/SQL_Server_Programming_Hacks_-_100%2B_List#Undocumented_but_handy


SQL Server Undocumented Stored Procedures sp_MSforeachtable and sp_MSforeachdb
Discusses how to use these and comparison with using cursors
http://www.databasejournal.com/features/mssql/article.php/3441031/SQL-Server-Undocumented-Stored-Procedures-spMSforeachtable-and-spMSforeachdb.htm

Take advantage of undocumented SQL Server iteration procedures
Basic usage of the two undocumented stored procedures.
http://www.techrepublic.com/blog/datacenter/take-advantage-of-undocumented-sql-server-iteration-procedures/395