The mission was called "Zuma", and that is about all that is known about it. Even the government agency responsible is not known, but the National Reconnaissance Office (responsible for spy satellites) said it's not one of theirs.
Gwen Shotwell, president of SpaceX had this to say about it:
"For clarity: after review of all data to date, Falcon 9 did everything correctly on Sunday night. If we or others find otherwise based on further review, we will report it immediately. Information published that is contrary to this statement is categorically false. Due to the classified nature of the payload, no further comment is possible."
Northrup Grumman, who built the satellite, has no comment. But it is known that they built the payload adapter which attached the payload to the rocket's 2nd stage. Normally, SpaceX supplies the payload adapter.
The satellite may have failed to separate from the 2nd stage, which de-orbited itself after the mission to avoid becoming "space junk". If the satellite was still attached, it would have gone down, too.
But the Air Force website that lists all objects in orbit assigned it a number, "USA 280", and shows it as still active. We may know more in a week, when the assumed orbit makes it viewable to amateur satellite watchers.
Edit: There is scheduled to be a National Reconnaissance Office launch today at 4 PM. It will launch on a United Launch Alliance Delta IV rocket, and you can watch it
here.
