Wordnet 3.0
ADJECTIVE (1)
1. 
 with your identity concealed; 
ADVERB (1)
1. 
 without revealing one's identity; 
- Example: "in Holland he lived incognito as a carpenter in the shipyards of the East India company"
The Collaborative International Dictionary of English v.0.48:
Incognito \In*cog"ni*to\, a. or adv. [It. incognito, masc.,
   incognita, fem., L. incognitus unknown; pref. in- not +
   cognitus known, p. p. of cognoscere: cf. F. incognito, fr.
   It. See Cognition.]
   Without being known; in disguise; in an assumed character, or
   under an assumed title; -- said esp. of great personages who
   sometimes adopt a disguise or an assumed character in order
   to avoid notice.
   [1913 Webster]
         'T was long ago
         Since gods come down incognito.          --Prior.
   [1913 Webster]
         The prince royal of Persia came thither incognito.
                                                  --Tatler.
   [1913 Webster]
The Collaborative International Dictionary of English v.0.48:
Incognito \In*cog"ni*to\, n.; pl. Incognitos. [See
   Incognito, a.]
   [1913 Webster]
   1. One unknown or in disguise, or under an assumed character
      or name.
      [1913 Webster]
   2. The assumption of disguise or of a feigned character; the
      state of being in disguise or not recognized.
      [1913 Webster]
            His incognito was endangered.         --Sir W.
                                                  Scott.
      [1913 Webster]
WordNet (r) 3.0 (2006):
incognito
    adv 1: without revealing one's identity; "in Holland he lived
           incognito as a carpenter in the shipyards of the East
           India company"
    adj 1: with your identity concealed
Moby Thesaurus II by Grady Ward, 1.0:
75 Moby Thesaurus words for "incognito":
   anonym, anonymity, anonymous, anonymousness, camouflage,
   camouflaged, closed meeting, closet, concealed, confidentiality,
   confidentialness, cryptonymic, cryptonymous, disguise, disguised,
   domino, executive session, false colors, false face, false front,
   guisard, guiser, impersonator, in disguise, incog, incognita,
   inmost, innermost, innominate, interior, intimate, inward,
   isolated, isolation, mask, masked, masker, masque, masquerade,
   masquerader, masquerading, mummer, mummery, nameless, namelessness,
   on the sly, personal, privacy, private, private conference, privy,
   protective coloration, retired, retirement, secluded, seclusion,
   secretly, sequestered, sequestration, smoke screen, unacknowledged,
   undefined, under cover, undesignated, unidentified, unknown,
   unnamed, unrecognizable, unrecognized, unspecified, visor, vizard,
   vizard mask, withdrawn, without a name