From the longer Wikipedia page .
A cryptogram is a type of puzzle that consists of a short piece of encrypted text. Generally the cipher used to encrypt the text is simple enough that cryptogram can be solved by hand. Frequently used are substitution ciphers where each letter is replaced by a different letter or number. To solve the puzzle, one must recover the original lettering. Though once used in more serious applications, they are now mainly printed for entertainment in newspapers and magazines.
Other types of classical ciphers are sometimes used to create cryptograms. An example is the book cipher where a book or article is used to encrypt a message.
The ciphers used in cryptograms were not originally created for entertainment purposes, but for real encryption of military or personal secrets.
The Zodiac Killer sent four cryptograms to police while he was still active. Despite many research and investigations, only one of these have been translated, which provided no help in identifying the serial killer. See Zodiac 340 Letter
It is argued that the Voynich Manuscript may involve the use of cryptograms - though the length of the text and the smoothness of the writing can be used against this idea (as no draft versions have turned up).