People who have listened to shortwave radio for any period of time have most likely run across so-called "numbers stations." These are unidentified stations who recite series of numbers, or in some cases letters. The logical conclusion is that these are clandestine transmissions to spies from their controlling authority, but it's still mostly speculation.
The Washington Post has an interesting story on these unidentified stations and one man's obsession with them. I found it an engrossing read. If you're interested in radio or spy stuff, or both, have a look.