If participants know they are being deceived, then do they tell the experimenter of their knowledge? If they do not tell the experimenter, then do they perform differently from truly naive participants?

Golding and Lichtenstein (1970) had participants interact with a confederate who they believed had just completed the experiment in one of three conditions. In the Naive condition, the confederate told them that the experiment was interesting. 
In the Suspicious condition, the confederate told them how he had been fooled by the experimenter, how the experiment
was tricky, and how researchers tell you one thing, but do another. In the Informed condition, the confederate told them the following:

            They get you in there, you know, and then they have you look at these girl pictures,
            from Playboy I think. They're supposed to be recording your heart rate, but it's just
            a fake beat you hear, not your own. They want to see if you'll like the girl's picture
            best when that heartbeat increases. (This is the Valins' bogus heart-rate procedure).

Golding and Lichtenstein also manipulated the information presented to the participants at the beginning of the debriefing. In the Pact of Ignorance condition, the experimenter told the participant:

            I'm trying to get the data collected before the end of the quarter...it's pretty hard to
            get participants now, you know, so I want to really thank you for participating.

In the Scientific Integrity condition, the experimenter told the participant:

            The idea of this interview is to make sure we know if any kinds of possible
            irregularities in the procedure have taken place...These things sometimes do
            happen...As long as we know about them, we can correct for it, and thus insure
            that our findings are valid and reliable...that's extremely important for the scientific
            validity of the experiment...OK?

The results of the study indicated that those participants in the Informed condition who admitted to the researcher that they knew about the experiment did not show the Valins effect. More importantly, the results indicated that those participants in the Informed condition who did not admit to the researcher that they knew about the experiment performed no differently from truly Naive participants.

Valins, S. (1966). Cognitive effects of false heart-rate feedback. Journal of Personality and Social Psychology, 4, 400-408.