Yes, everyone. Sherlock, Mycroft, John, Lestrade, Moriarty, Moran, Molly, Irene...everyone. None of them wants the others to find out, because they think they'll be humiliated if anyone finds out. Then, somehow, the truth comes out.
Bonus points for:
- Sherlock having an obsessively-kept collection of pony memorabilia, which is found during a drugs bust
- Anderson being an ass about it, and getting soundly shot down.