In the Sport Shop, there was a secret entrance to the PSA HQ, which one could access by taking the test. (You must have been at least 30 days old). You had to answer all of the questions, and if you passed, a Spy Phone would be added to your inventory. After this, it was possible to access the HQ using the changing room closest to the door (or teleporting in via your new phone).
In the back of the shop, there were stairs that led to Gary's Room. They can only be accessed during missions.
When it first opened, the Sport Shop contained the Penguin Style catalog. It was removed after being remodeled and was replaced with the Snow and Sports catalog.
It was the first room in Club Penguin to ever be closed down.