When I say “Unknown Deities”, I’m talking about three different things: first, those deities whose names are known but whose functions and attributes have been lost; second, those deities to whom temples and altars were dedicated, even though the dedicator didn’t have any idea to whom s/he was giving the offering; and third, the “Hidden Gods”, the Dii involuti.
The first category is what Varro called the Dii incerti, or “deities whose function is unknown”. Probably the most well-known example of this type is Furrina: not only did she have her own festival, the Furrinalia, but she also was assigned her own Flamen – so she was a very important deity to the early Romans. And, unfortunately, all we know besides this is that she had a sacred spring in Rome. We have no idea what people would have given her offerings or prayed to her for.
The next category doesn’t really have a name.
These are deities whose functions are known, but whose name is not. So, for an example, take the deity Aius Locutius – the Spoken Voice.
Warning – detour for history ahead!
According to legend, in about 391 BCE a Roman plebeian by the name of Marcus Caedicius heard a voice that had called out to him from an area near the temple of Vesta. The voice warned him that the Gauls were marching south, and that the Romans should prepare themselves for an attack. Caedicius immediately went to the tribunes to warn them.
However, because he was a plebeian – and one who had reportedly fallen on hard times – his warning was ignored. In another city outside of Rome the Gauls met with Roman ambassadors to make peace terms – but the Romans, a group of three hot-headed young brothers, violated the oath of neutrality they had taken as ambassadors: the oldest brother, Quintus Fabius, killed one of the Gauls. After several more slights, the Gauls decided to march on Rome.
They succeeded in capturing the city, and the remaining Roman citizens (some had fled earlier) barred themselves behind a blockade on the Capitoline Hill. After a long time, during which many of the Gauls had died due to poor hygiene and unsanitary conditions, an exiled Roman general by the name of Marcus Furius Camillus received a message that he was needed to save Rome. He arrived in Rome during an infamous negotiation, in which the Gallic chieftain Brennus was cheating the Romans out of their gold (the Romans had agreed to pay Brennus 1,000 pounds of gold to get him and his Gauls outside the city, but Brennus was using heavier weights in order to procure more gold).
Camillus threw his sword down upon the weights, yelling either “vae victis!” (“Woe to the vanquished”), or “It is not gold, but steel that will redeem the native land!” In any case, the Romans won the day and the Gauls went back to the Apennines.
Anyway. The Romans, deeply embarrassed that a voice had warned them but they had paid no heed, built a temple to that voice. But they didn’t know which deity had warned them, and didn’t want to offend any gods by dedicating a temple to the wrong one, so they dedicated the temple to the anonymous Aius Locutius.
Another aspect of this category is used in both ancient and modern worship. If a deity helps you, and you don’t know which deity it was (having not asked for help from a specific deity), offerings are commonly given with the expression “Si deus, si dea”, which means “if god or goddess”. Just to be on the safe side.
The final category is one that I’ve touched on previously, though only briefly. This is the category of the Dii involuti, the Hidden Gods. These deities are above even Iuppiter – in fact, under certain circumstances, he must gain their approval before undertaking a task or throwing a certain type of thunderbolt. They are supposedly hidden behind the clouds, and no cult has every been ascribed to them.
It is speculated that the Di involuti include the Fates (the Fata) or gods of favor. However, no one really knows who they are – not even their number, gender, or forms.