What usmc-sgt said.

As far as anonymous private air travel goes...

You can possibly keep your spouse or business competitors from finding out where you go, but in any part of the developed world the government will know or can find out what you're doing. Possible ways around that...

1) Blatant smuggling or identity fraud right in the faces of customs officials. Would still leave plenty of paper trail even if successful, and hard to find pilots willing to play along (not impossible but hard). Risky and IMO such a plot device would annoy the discriminating reader. Some countries flag inbounds with suspicious or unknown profiles for extra attention on arrival (instead of just a barney fife customs dude you're greeted by suspicious DEA/ATF/FBI agents). You have to land at an airport with a customs facility, but many of the smaller ones are not staffed full time and it might take an hour or more for customs to arrive after you land (you have to park in a designated area and stay onboard while you wait)...might be a window of opportunity on a dark night, but seems risky to me.

2) Use a legit flight plan to enter a country, and then break off and fly a low-observable (very low altitude) profile to a private strip somewhere. In the US, they track you to ensure you land at an airport with a customs facility. you might be able to evade ATC radar and ICE counter-smuggling aircraft in a jet, but if there are national security concerns beyond run-of-the-mill dope smuggling and fighters get involved you're toast (and pilots would know the huge risks).

3) Fly out of/into third world countries with sufficiently corrupt officials. Then cross borders on the ground as needed. This only goes so far...even corrupt officials don't want to be party to things like WMD.

4) The government at your destination is a party to whatever you're trying to accomplish.