Some secret codes not working after installing CyanogenMod
Some "secret" codes are provided via hidden apps that the carrier and/or the device manufacturer installs in the phone's firmware. When you switch to a custom ROM such as Cyanogenmod, those apps are no longer present.

Nevertheless, for just about anything you might have wanted a "secret" code for, there is some way to get that information already, either through an existing menu item or a free app you can find on the Play Store.