My brother knows.. One day his ex started telling me about how she bought a ball gag so that I wouldn't be able to hear when they were having sex. To which I said "The gag you've got isn't very effective. Next time you might try XYZ." which led to a discusion about all thinks kinky.
I've never come out and said "Hey guess wha; I'm into BDSM." but I'm sure most of my co-workers have figured it out just from things that have been said.