A few feet inside the entryway, you find this caged git. Shoot him, then the wall. Take the lift to the goodie.

On your quest for the blue key, you get down into this room. The big button on the wall (1) opens the bars two rooms back, where somebody threw grenades at you from above.

Another button is hidden here (2) - shoot it, and the center column in the last room lowers, revealing a button at the ceiling. Shoot that, and you get access to the grenade-thrower's ledge.

When you get here, your butt will probably smell 'Extra Crispy' after going trough the electro trap. Pull on the wetsuit, shoot the button inside the door and swim straight forwards. A hatch is open at the end of the tunnel. Get up, grab the secret goodie, and get back down again. The underwater opening to the right leads to the blue key and another secret.

Arriving here, a hatch opens overhead so you can swim up, as soon as you grab the blue key. I suggest you shoot the framed bit of wall ("x" marks the spot) and swim trough the tunnel that opens. A goodie can be found at the other end. If you don't drown first.

Right across the blue door is a stained glass window - it's a bit darker than the others. Shoot it, and you will find a slipgate to some goodies.

In this room, overlooking the exit, is a demon face in this rather deep frame. Shoot it, and a goodie room with a very useful artefact is revealed.