Maybe he's going to hide his tax returns in there?
"The front door of Mitt Romney’s soon to be constructed Hollady house opens to a massive living room, and to your left, around the fireplace, lies a study. If you look closely at the bookshelves there, you find something interesting: a secret door. The second bookshelf from the far wall is really a door that swivels out to reveal a hidden room... The architectural drawings say it’s for "office storage." It measures 11 feet long and is lined with cabinets. The "hidden door," as it’s labeled on the documents, is masked as a bookshelf and swings into the study."