"We were told to be very careful-- not to buy our train ticket in Princeton, for example, because Princeton was a very small station, and if everybody bought train tickets to Albuquerque, New Mexico, in Princeton, there would be some suspicion that something was up.  And so everybody bought their tickets somewhere else, except me, because I figured if everybody bought their tickets somewhere else...

So when I went to the train station and said, 'I want to go to Albuquerque, New Mexico,' the man says, 'Oh, so all this stuff is for you!'  We had been shipping out crates full of counters for weeks and expecting they didn't notice the address was Albuquerque.  So at least I explained why it was that we were shipping all those crates;  I was going to Albuquerque."

--Richard Feynman, discussing the Manhattan Project in  "Surely You're Joking, Mr. Feynman" (paperback, p. 111)