Secretive maybe, but Palantir is pretty well known as the maker of TSLint, the equivalent of ESLint for TypeScript. They have been accused of some shady things on their issue tracker by jamiebuilds (James Kyle).
At least when I worked there, Palantir would have been best described as a data visualization and integration company. The TL;DR: of what they do if they take in data from multiple crufty government [1] databases and put them in a format that makes it easier to analyze and and make correlations between things that would have otherwise been strewn about disparate government records. They also build a desktop client to view this data. That's what Palantir Gotham is. I don't really know what Palantir Metropolis is, apparently it's supposed to more about visualizing quantitative data.
[1] I think they also offer these services to private companies now.
Heh -- I'd say it's safe to say that almost all companies are data companies now. Walmart, Amazon, UPS, grocery stores, etc. Even if you take a look at major league baseball teams, there's been a huge shift to analyzing the data of their business to establish norms, trends, expectations, etc. I think a better way to describe Palantir would be that they're a company help their clients draw correlations and potential conclusions from data based on a very large dataset of information. Finding how seemingly-unrelated disparate data actually is related is the secret sauce that makes their product valuable to government agencies and other large organizations. You can see how this would be helpful for something like the Department of Homeland Security.
