The most secure form of cryptography, indeed, the only provably secure form is the One Time Pad. Pedantically the one time pad is not a single algorithm, but in general it is applying pre-agreed randomness to each letter.
The fundamental problem with the One Time Pad is the Key Distribution Problem, how do two people on opposite sides of the world pre agree the same randomness in a secure fashion?
It is for this reason that Embassies use the Diplomatic Pouch and Courier, and illegal agents carried physical pads into the field with them.
The next problem, as far as the agents are concerned, is how messages are sent without compromising the agent, without making the counter espionage people wonder 'why is THAT person receiving apparently random messages?'
Where messages were to go one way only (e.g. control to agent) this problem could be solved by the so called 'number stations'. At pre agreed times, a mechanical voice would read out a string of apparently random numbers. It didn't matter who heard this as to decode the message one needed to subtract the randomness, and only the agent (listening in private) would have the correct sequence of randomness.
Numbers stations still exist today, you can listen to some recordings from the 80s and 90s online (link spotted via Dirk)