From Wikipedia:

The word cryptex is a neologism coined by the author Dan Brown for his 2003 novel The Da Vinci Code, denoting a portable vault used to hide secret messages. It is a combination of the words cryptology and codex; “an apt title for this device” since it uses “the science of cryptology to protect information written on the contained scroll or codex” (p. 199 of the novel).

In this video AAW member Carl Jacobson demonstrates how to create a cryptex on the lathe.