The Manhattan Project started in 1942, was penetrated by Soviet spies no later than 1943 (Klaus Fuchs), and was known to the whole world by 1945. It's not a great example of extended secret-keeping.
From memory, one of the most important was a quadruple spy - the German gaseous diffusion expert was working for the UK, USA, Germany and Russia.
When FDR told Stalin about the bomb, Stalin just said, "Thank you."