The Door in the Alley by Adrienne Kress

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 also a girl on a rescue mission.