"Alright, I have a player whose an investigator type, and he's looking into the political affliliations and the like of an NPC.
--What skill would you use for the NPC to "hide" his involvement in said affiliations?"
Diplomacy to ensure henchman loyalty, and bags of gold to plan for contingencies and establish channels of information to reduce the threat of future surprises.
This is a matter of wiliness. The NPC may pay membership dues to certain establishments and clubs with a genteel code of silence about their clientele. The NPC may have contracted with a discreet organization to provide a Doppelganger on short notice if the housemaid stops in at the candymaker/chocolatier's in town and buys *two* toffee logs and a bag of lemon drops.
One PC, making preparations for retirement (and NPC status) funded the construction and subsequent maintenance of an orphanage, gymnasium, and combat practice arena (for the kids). There were various underground meeting areas, and a special underground section that led to a rising/descending platform, which would take you to the extra-hidden section, if you knew the trick - and, if you did *not*, would ascend to a platform devoid of cover, at the center of an arena that was the unobstructed firing center of potentially hundreds of armed orphans, right down onto the platform.
Now, as to cracking the secrecy of an NPC, I would almost certainly go for his servants, or whoever brings the groceries in, minds the carriage when the Master is in the opera, that sort of thing. If they own a business, who stocks the shelves and sweeps while the proprietor is conducting business? If their hired men go to the Thirsty Milkmaid, then a few pitchers of ale will go a long way towards loosening tongues. If all of the NPC's servitors have a tendency to become invisible and Levitate up onto nearby rooftops to watch over the area until called for, that by itself is a valuable clue as to what kind of person the NPC is.
Invisibility plus a Fly spell will often get enough peeks in through windows to make later Scry attempts pretty successful. Finding out where the Master of the house likes to put his greatcoat to dry is a very good first step before moving in and searching for clues with Investigate. The right scrap of cloth, used to wipe the dried blood off the "ceremonial" dirk and discarded after the Master's "constitutional walk" might be just what you need.
Be aware that if an NPC has enough cash lying around, he can take measures to ensure secrecy that might seem excessive to folks who don't live in a society where "you feel like you are being scried upon" is often followed by "Roll Initiative." If there are three taverns and an Inn in town, there is nothing to prevent the NPC from buying half of each estabiishment and being the tavern/Innkeeper's "silent partner" in exchange for loyalty and warnings of anyone displaying interest in the local Lord beyond the norm. Paying for the construction of permanent, roofed market stalls built into the local butcher/creamery/dry goods shops to as to form rentable areas for travelling merchants is a longe-rang plan.. and the price is so reasonable, adventurers will probably seek to sell off some of those "slightly used" sets of chainmail while they work on gathering information. Of course, they are scried on every moment they are in the stalls, especially in that dark rear section where there is a light-blocking heavy curtain hanging from a rod ( blocking off six mattresses).
Good investigating to you!