My wife found out when we'd been married about a year - her response was sheer incomprehension. I was insecure in our relationship so I said I'd stop, and more or less went underground for a very long time, CDing only occasionally when she was out of the house.
But a few years back I felt that Ruth had to come out into the open (this after about 25 years in hiding) so I told my wife about her. She was more accepting this time, having been in therapy herself; also she said she had a feeling about me but couldn't quite pin it down - my confession of CDing made sense to her. She doesn't exactly like it but she tolerates it - it's not so much 'don't ask, don't tell' as 'don't bother me, just get on with it if you must'. I think we're closer as a result, but it's not all roses.