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I am sad that at no point in the text was it ever explained how letter locks protect the letters!

A rather unfortunate admission from an otherwise great article.

Yes, sorely missing descriptions of how the locks looked and worked.
There are two videos linked in the article which show in much detail how it works.
On mobile, not always in a place where viewing video is possible. A simple paragraph, as written by the first reply to my comment, would've helped round out the article's text.
I'm assuming they don't actually protect the contents of the letters, but rather provide evidence of tampering – much like modern envelopes.

On the other hand, it may very well be that some types of letter locks were designed such that the letter may be ripped apart if it is opened the wrong way...

Still, it would seem unlikely that there are any mechanisms that would render the letter unreadable if opened incorrectly. It would be fascinating to see such a construction, though - I’m picturing something similar to the dagger device but with several complex 'plaits' and some fragile scored folds that would somehow interconnect and 'shred' if opened in an obvious way.
Shredding isn’t sufficient protection, unless the shreds are truly tiny.

Some explosive or easily burning material beneath the seal could thwart attempts at using heat to remove the seal without breaking it. You could also use the technology of a match box to put the letter on fire if opened in the wrong way, or use small glass containers that wrap around folds like paper clips do, and, when broken, release a chemical that destroys the letter (killing the culprit trying to read it without knowing how to open the letter also would be an option). Another option is a device that cannot be opened in an oxygen-rich atmosphere.

The challenge, of course, would be to seal such a letter, and to safely transport it (big seals already can be a challenge there, as they can easily break)

A dye pack could be an option, like used for currency bags in bank robberies and anti-shoplifting devices.
Good idea, but a strong acid probably would do better than paint. With paint it will be difficult to make the letter truly unreadable.
That's right, the contemporary paint is rather there to mark the notes and raise suspicion when used
The purpose of the letter lock is to detect tampering: that is, to make it difficult for an eavesdropper to open and read the letter without leaving evidence of having done so.

The standard letter lock was a wax seal: that is a blob of sealing wax with an impression of a stamp or signet ring. A signet ring had an intricate design that was difficult to forge.

A standard wax seal could be defeated by sliding a thin heated knife between the seal and the paper. This melted a little of the wax at the base of the seal, enough to separate it from the paper. Then the letter could be read and the wax seal reattached using the same heated knife.

The purpose of the complex letter locks described in the article was to make the hot knife technique more difficult, by embedding the end of a cut-out strip of paper into the seal so that when the eavesdropper slid their hot knife underneath the seal it would cut the strip.

Doesn’t the photo at the beginning essentially explain it?
I looked at the picture a few minutes, then gave up on understanding how it works, and jumped to the article to find out.
"admission" -> "ommission"
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Of more recent vintage, in USSR it was common to zigzag or strike over the sealed envelope lip with a pen.

I once did that on a letter to my friend posted abroad with his family. The letter was returned, scribed over with "DON'T MARK!".

Could you explain this more? What does it do?
It makes it more difficult to reseal in a non-noticeable way after someone has opened the the envelope and read it.
Although in practice you could just put it in a new envelope...

That actually seems like an advantage these letter "locks" have over envelopes - e.g. the butterfly one uses the middle of the letter to form the lock so it would be impossible to open it and then re-lock it.

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Then you'd need to fake the handwriting on the new envelope too. Which is certainly could be done by Soviet security apparatus: they could even write the whole letter, or even make you write the letter they want really. But it's a lot more bureaucratically involved and requires totally different set of skills than what a minder at postal exchange has.
And have appropriate stamps from all over the world.

People collect these so it may not go unnoticed.

Tamper marks. The traditional "lick to seal" envelope could be opened (as lore goes) over steam or on a hot plate. Visible pen strikes make it hard to re-seal it unnoticed by recipient.

The only picture I found is this: https://coollib.com/i/39/408039/img_17.jpg

an archive picture of a letter from out-of-favor Beria's henchman Abakumov to his boss. Dated 1952, so this practice must have been there for a while.

Sounds like that method proved its necessity in that case.
The 20th century counterattack on letterlocking: The CIA Flaps and Seals Manual to covertly open your mail.

https://www.scribd.com/doc/59705644/CIA-Flaps-and-Seals-Manu...

The book is from Paladin Press, a 1970s-era publisher of "hard to find" information, and I don't see any evidence that it came from the CIA. But the same or better techniques would certainly have been used by spies, government agencies, and postal inspectors at the time.

It's funny to think about the hard work that governments had to do back then to target an individual and read his or her mail. And people would have been outraged if they discovered that their mail had been read. How times and attitudes change.