I never even knew these existed till a few days ago, it seems you can check out a special version of the first level in Thief Gold filled with unused special effects, animations, bloopers, and special messages on gold plaques left by the dev. team that point out various things and bugs such as a unintended graphical glitch in the first map. To name a few.

To access this level just (make a back up first) open up Dark.cfg and add "starting_mission 16" on the second line. Now save and start Thief Gold and skip the training mission you should see a silly movie with fill in drawing and then the easter egg stage should start proper.

There is also another little easter egg if you take the SND.crf file from the Thief 2 Demo and put it in Thief gold and start the first mission you will find the guards at the gate spouting off some interesting new lines such as talking about pizza's at the staff meetings, and They killed the Sheriff you bastards and so on instead of their normal bear pit conversation.

And just so no on thinks this is a April fools gag

Easter Egg stage: http://www.youtube.com/watch?v=2Y7_VKnsWP4

Guard dialog easter egg: http://www.youtube.com/watch?v=hoIdLz0peas

There's another and easier accessed Easter egg where during the training mission head down the hall where your sparring partner/guard appears from and keep heading down and you should find a basketball court and a special scroll filled with quotes from the Looking Glass Studio team

Oh and there is a Easter Egg for Thief 2: Metal age -
In Mission 3 - Framed Before completing your objectives head straight to the Metal Structure,you know the one that has the blue line between itself and it's counter part(they sorta look like crossbows) keep going till your right at the base of it, now turn left then position the screen with the top of the wall,then select the scouting orb and then toss it over the wall. Activate the orb and rotate to the right and enjoy.