We've only ever come out to other people in the kink community in a nearby city, but we haven't been active there in years.
We live near a small town in the country where the only way to keep a secret is to tell nobody. But having a secret is half the fun.
The closest I come to admitting that I even think risque thoughts is that a couple times a year I might tell a dirty joke to some of the young adults at church or in town. I think this may be why they come to me for advice so often. It might make me seem less judgemental.