There are 21 documents in the game. To be able to underline some of the clues you need to adjust the game options so that you can underline everything at all times.

Inventory Item Documents
1) An Envelope (letter from Loath Nolder)
--"I gave you something that will make you sleep for a while. A few days, maybe. You will have a bad headache and slight discomfort in your stomach when you wake up."
--"When you wake up, head straight to Arkhamend."
--"Worms Feast"
--"It is directly connected with us; you know this."
--"Loath Nolder"

2) Letter from John D. to Dreaden
--"machines mentioned in the 'Voco Apparatus' may still exist, though the Inquisition frantically sought to destroy them all"
--"It consists of the ashes of Wolfgang Schneider"
--"Ivar and Thoth were killed horribly by one of the embodied ones"
--"Borellus' way"
--"Immediately report back when you find anything useful. Then P.U and T.W.B. will be on their way to you."

3) Translated index page
(Nothing to find)

4) Translation of "Of the Machines"
--"It works with special remnants"
--"metallic capsule hidden in a secret compartment on the machine."
--"code to reach the capsule itself"
--"Turn the device on and try to decrease the level of background noise as much as possible."
--"You should provide electricity only after you have done the previous steps or else the seance will be a failure."

5) Welcome home, Howard! (Hidden in a secret panel in the floor of your grandfather's study.)
--"My name is Nathaniel, your grandfather."
--"There is an object which acts as a key."
--"The other two will be safe with me!"
--"Use the carrier to reach your destination."

6) Grandmother's Journal (Hidden in a secret compartment of her "empty" jewelry box.)
--"Nathaniel started to change"
--"Around that time, our son Williams was born."
--"A stranger with a little boy showed up here"
--"He brought his wife and child, Howard, with him."
--"I was forced to send him to a school in Wellsmouth at such a very young age."
--"I will also take that shiny metallic thing that Nathaniel always wears hanging around his neck."

7) Edwin Pickman's Last Poem
(Nothing to find)

Inn Documents
8) Newspaper clipping in the drawer in the inn's first floor hallway
--"two cruelly butchered human corpses were found in the Northwood forest"

9) Newspaper on your hotel room bedside table
--"the city used steam power to operate various mechanisms"

Old Building Documents
10) Owner: Karl Paleo, Wellsmouth Daily (Found outside, near the cart out front)
--"the notorious cult, Children of Dis"
--"There is a shack out in the forest and I believe the building is one of them."
--"work swears that he heard very loud buzzing sounds."
--"a particular visitor with a fake-looking, short coal-black beard, who seems superior to the others"

11) "It is impossible to work with the insects without protection" Book (In the chest under the desk near the entrance)
--"I placed the suits inside the locked cabinet in the bedroom."

12) "We collected these rare insects..." Pages (In the desk near the entrance, right-most drawer)
--"Dversahe mixture"
--"They killed one of my assistants and another is in a coma now."
--"These insects are the same as the dead ones found in the strange wooden sculptures."
--"A single bite doesn't kill anyone except possibly those allergic to their venom, but a high dose of venom causes delirium, severe muscle spasms, and even death."
--"I pounded henbit, rue, heath aster, basil and geranium plants inside the mortar and pestle and added water, alcohol and neem oil to the mixture."

13) "There is something strange down below" journal (In the first worker bed)
--"They've killed eight of our brothers to this point"
--"Prof. Jacob"
--"They live their whole lives in the deepest parts of the caves far from the reach of sunlight, so they are blind."
--"We tried to go down but realized the handle was gone."
--"And there were some big archways along the way that had S.P.Q.R. carved on them."
--"Fierce ghouls gather, and pale shades form. And altogether this damned crowd, Howl the chant of the worm."

14) Protective Magical Signs (In a drawer in the attic)
--"alternatively placed in a proper arrangement outside to prevent any evil from coming closer"
--"It consists of sixteen different magical symbols drawn over a circle, resembling the compass rose."
--"East= Red, North=White, West=Black, South=Yellow"
--"If the signs need to be invisible, they may be painted with luminescent matter."

Underground Beneath the Old Building Documents
15) "1-1 T.H. Peacock" Notes Book
(Nothing to find)

16) Homunculus Book
--"This jar was placed inside a metallic box"

The Gate Documents
17) Birds in Folklore and Mythology
(Nothing to find)

18) Preface by Edwin Pickman Book (On Grandmother's dresser)
(Nothing to find)

19) "Since the child came" Note
--"I think I shall have to lock him up somewhere he can't get out of."
--"Nevertheless, he is a semi-human. In essence, he is one of them, an offspring of the ancient race."

20) "Since the day I unwillingly attended that unspeakable ceremony..." Note
--"They called him Nyarlathotep, and he came through the big, shining, evenly-cut crystal stone with many faces in exchange for human sacrifices!"

21) Monkey Paw Note (Hidden with the Monkey Paw, see Achievements guide)
(Nothing to find)

Combining certain clues in the inventory reveals additional, more insightful observations. This lists all possible combinations.

--"Professor Jacob." + "The man with a fake beard" yields "Identity of Professor Jacob."

--"Did Dreaden report back?" + "The bodies found in the woods" yields "Help for Dreaden."

--"Harmal smell?" + "There is a lantern lit!" yields "Preparations."

--"Scream from Worm's Feast" (Obtained by clicking twice on the shop door the night you first arrive in town) + "Henry's wife is dead" = "Henry is a murderer!"

--"They know me!" + "I would come back?" yields "They were expecting me!"

--"They were is expecting me!" + "Henry is a murderer!" + "Preparations" yields "I was fooled!"

[NOTE: "They know me!" + "Object gone!" yields "They are grave robbers!" as an alternate combined thought. However, choosing to combine in this way consumes "They know me!", and thus prevents arriving at the final, most accurate revelation. It also prevents the secret non-ending.]

The game contains one secret not tied to a Steam achievement. To find it, head down into the large underground area with all the insects. Get bitten several times. You should be hallucinating significantly, but don't die. Now go down into the pit in the middle of that same area. Find the body mentioned in the documents elsewhere in the building. As long as you're under the influence of the insect bites, a cutscene will start! If you do this sober, nothing will happen.

All other game secrets are tied to Steam achievements and are discussed in a separate guide.

If you find all of the combined thoughts up to and including "I was fooled!" before entering the well, the game unlocks an optional, different final path. After you unlock the well and click as if to go down, the game asks if you really want to do so. Simply click "No."

Choosing this option makes it so that the game never ends. You will simply be trapped in (/escaped to) a familiar area forever. But it you revisit the secret you first found there, you'll notice it's somewhat different.