The consensus seems to be they started doing the compartments as a standard in 2005 or 2006.
To check if you have one, they would be in the bedroom dresser. If you have wood siding going up each side of the window and over the top, then try the outside or inside edge of the siding and if there is a door it would swing open. Mine is held on by a magnet and requires a bit of a pull, but it your fingers start to hurt, then you don't have one.
There might also be one over the top of the window. Carefully run your fingers over the top of the framing. If you find an opening, for example, mine is in the center of the header, reach in and pull the panel up.
However, if you do have this framing and you are handy with woodworking you might be able to create some compartments. But you'd probably need some skill creating storage compartments so whatever you put in there doesn't fall through some other part of the framing.
Here's some pictures of my 2006 3500RL.
http://s658.photobucket.com/albums/u...ret%20storage/
On edit: Note that from some other recent posts the secret compartment might have moved to the front of the framing to the sides of the framing and pushing on the sides will release the door, but this sounds like a very new implementation on much newer rigs.
All this talk of secret panels means they are no longer secret. I will have to find somewhere else to hide my Hostess donuts.