They have lots of trade secrets. They famously don't file patents, because their primary competitors are overseas and won't respect them anyway. Musk discusses it a bit in this interview:
The reason they're cavalier about landing videos is that there's not much you can really take from them that would be useful to building your own version of this system. It sounds like much of their "secret sauce" is in manufacturing techniques, materials, and internal design.
If that isn't tongue in cheek, you're insane. There's a laundry list of companies that are competition to them, including two of the largest defense contractors in the world.
http://www.wired.com/2012/10/ff-elon-musk-qa/all/
The reason they're cavalier about landing videos is that there's not much you can really take from them that would be useful to building your own version of this system. It sounds like much of their "secret sauce" is in manufacturing techniques, materials, and internal design.