In addition to the Overgrown Alcove, I know of three:
Heoborea (Divine era) has a hut in the northern part of the map with a destructible doorway that leads to a zone called The Heoborean Shrine.
The Barren Aqueduct (Imperial era) has an unmarked entrance to a zone called The Fractured Drain in roughly the top right corner of the map.
The Courtyard (Ruined era) has destructible wall in the south eastern area of the map that leads to a zone called the Sealed Shrine.
The zones all seem to be built around roughly the same theme as the Overgrown Alcove, so may just be an unfinished quest or something.