The Door in the Alley — Adrienne Kress

Featuring a mysterious society, a secretive past, and a pig in a teeny hat, The Explorers: The Door in the Alley is the first book in a new series for fans of The Name of This Book Is a Secret and The Mysterious Benedict Society. Knock once if you can find it -- but only members are allowed inside.

This is one of those stories that start with a pig in a teeny hat. It's not the one you're thinking about. (This story is way better than that one.)
This pig-in-a-teeny-hat story starts when a very uninquisitive boy stumbles upon a very mysterious society. After that, there is danger and adventure; there are missing persons, hired thugs, a hidden box, a lost map, and famous explorers; and there is a girl looking for help that only uninquisitive boys can offer.
The Explorers: The Door in the Alley is the first book in a series that is sure to hit young readers right in the funny bone.