You can check in privately on foursquare by selecting “No” next to the question “Share with friends?” (or by unchecking "Tell My Friends" if you are using a BlackBerry). Your check-in will not show up at all to your friends, but it will be visible to you in your app and in your private foursquare check-in history. You will not be listed in the "Who's Here" list at the venue, either. Note that these“off the grid” check-ins can’t be published to Twitter or Facebook.
 
Why would you want to check in “off the grid?" You could be on a date, out to dinner with your parents, or someplace you don't want people to know about; while still wanting to check in to earn badges and track your check-ins on your history page (which will include your own private, “off the grid” check-ins).

See below for how to check in “off the grid” on your phone (remember, if you are using a BlackBerry, just uncheck "Tell my friends" when you are checking in).   

Note: Off the grid check-ins unlock badges but will not disclose the location or venue tied to the badge. Though please note that off the grid check-ins will not unlock a Mayorship, nor will they will count towards the Mayor tally.