Some messages must be sent with adequate security and PGP was not available then.
So they had to use other methods to achieve it. Some of them seem very simple today but other methods remain unbreakable! In ancient Sparta a message was written on a thin ribbon of leather winded around a cylinder. Then the cylinder was removed and the ribbon was sent to a person who had an identical cylinder. Any different diameter of cylinder would produce a non-understandable text. It was used in combination with mirror writing some times... Other simpler methods were reversing the syllables of the words. 'Democracy' would be read as 'edomarcyc'!
Stenography was also used and could be read from anyone who knew the code but I don't know if it can be classified as cryptography. A type of stenography was used also in communications in order to transfer shorter messages.
There are also some rumours that in China there was an impressively fast and accurate system of stenography.
Is this the first type of data compression in long distance communications? ;-)