In the movie at least of The Two Towers, Grima Wormtongue mentioned to Saruman a nasty weak spot in the outer foundations of Helm's Deep - a small tunnel which allows a wee stream to flow to and fro.
Now even if nobody knew at the time that Saruman was capable of making bombs, they could have assumed that the enemy could try and break their way through the tunnel by chiseling or pulling out the tiny grate inside the tunnel.
Was this possibility not considered?
As far as I can recall, the books don't make any reference to Grima informing Saruman and his army of the culvert in the wall. It was obviously a weakness, but it was also necessary, as we see in the slightly different version of events in the books.
In the book, there don't seem to be bars across the culvert, so it is easier to access than in the movie. Fairly early in the battle, Orcs begin to crawl through the culvert, but they are forced to pass through it one at a time, so they are easily dealt with. The men of Rohan ask Gimli to help them block the culvert, and he does so. However, this causes new problems.
It is pouring rain by now, and with the culvert (which was intended to allow the Deeping-stream to pass out of the fortress by running under the walls) blocked, the water has nowhere to go. As a result, the fortress begins to fill with water, making it difficult to move around, let alone fight. Only a page later, the point becomes moot, as the Orcs place explosives in the culvert and blow the wall apart.
In this light, it appears that the culvert was an obvious weakness, but it was necessary to allow water to drain from the fortress. Whether or not Grima told anyone about the culvert, it would have been visible to the attackers as soon as they arrived at the scene. The Orcs in the films are much bigger than they are in the books (generally speaking, Orcs in the books are barely taller than hobbits, perhaps 3 1/2 to 4 1/2 feet tall, and Uruks are somewhat bigger, but no Orcs are as tall as the average man), so the culvert probably would have been at eye level to them, and trying to crawl through it would have been a natural choice.
As to the issue of whether the defenders knew that Saruman had access to explosives: The defenders are surprised by the explosion, and clearly weren't expecting anything like that, but Aragorn immediately realized what had happened. However, his reaction suggests that he didn't know that explosives existed, and simply realized that whatever had caused the blast must have been the work of Saruman.
Then there was a crash and a flash of flame and smoke. The waters of the Deeping-stream poured out hissing and foaming: they were choked no longer, a gaping hole was blasted in the wall. A host of dark shapes poured in.
"Devilry of Saruman!" cried Aragorn. "They have crept in the culvert again, while we talked, and they have lit the fire of Orthanc beneath our feet."
- The Two Towers, Helm's Deep
Two pages later:
"But the Orcs have brought a devilry from Orthanc," said Aragorn. "They have a blasting fire, and with it they took the wall."
- ibid
It took Aragorn a few seconds to realize that the Orcs had some sort of explosives, but the words he uses to describe it imply that he doesn't understand what explosives are or how they work.
Anyone who had been to Helm's Deep would have known about the culvert, because a stream passed through the fortress and exited through it. You could only fail to notice the culvert if you also failed to notice the stream, which would be almost impossible. All it would take for you to notice the culvert was for you to see the stream and look at the spot where it passed through the outer wall.
But the men of Rohan probably didn't know that Saruman had explosives, and therefore, they could not have imagined that the culvert would become such a liability. In their minds, they probably anticipated that Orcs could crawl through the culvert one at a time, but this wasn't a serious threat - Orcs are barely taller than hobbits, and a handful of them would be incredibly easy to kill. Leave a couple of guys near the entrance to the culvert and they can kill any Orcs who crawl through, before they even have a chance to stand up and defend themselves. The men of Rohan were reluctant to block the culvert because they didn't want to have to fight in a pool of knee deep water.
