Though the actual history of safes may not be very long, the main component and perhaps one of the most important parts of a safe has been, and that is the lock. It is hard to say when locks were first invented because there is not always a written history, and because of the materials used when locks were made, there are not very many still around today. However, there is evidence that many different civilizations developed locks independently of each other, among them being the Egyptians, Greeks, Chinese and Romans. But one neat thing about old locks, is that they are the building blocks upon which today's technology has been built. The locks have evolved, but many of the principles are the same on a modern day safe.
The oldest known lock is credited to the ancient Egyptians and is about 4000 years old. It was discovered in Persia in 1842. This first lock uses the same pin tumbler system that is still used on many safe models today. The Egyptian lock had a wood crossbeam that was partially hollowed out, and a vertical beam with metal tumblers that locked the two pieces together. It was unlocked using a large wooden spoon shaped key that was about 14" - 24" long with pegs sticking out of one end. There was actually a hole in the door which you had to stick your arm through with the key to access the tumblers. If the key was inserted correctly, the pegs on the key would line up with the tumblers allowing you to move the crossbeam and open the door. These locks were used on full size doors to protect strong rooms which were used for storing valuables, food or whatever needed safe guarding. So the same basic reasons you may have a safe today, just on a much larger scale.
We know that the Greeks had early locks because of a description by Homer in "The Odysseus" from around 800 B.C. It refers to someone getting a brass key to open a store room, it describes the the lock as follows: "She loosed the strap from the handle of the door, put in the key, and drove it straight home to shoot back the bolts that held the doors." Doors is plural because most Greek doors were two doors that opened from the center. These doors were typically tied together with a rope using intricate knots, and then the door was bolted from the inside. This type of lock was not very secure because after removing the rope, a few attempts with a couple of different key designs often opened the door.
The Romans started with a similar design but improved it by using an iron case around the bolt work, making the bolt spring loaded and the use of wards. A ward lock uses a set of obstructions that stopped the lock from opening without the correct key, which would have corresponding notches to slide past the obstructions - this concept is still used today for many household doors. If you look at a skeleton key, you can tell from the notches the size and number of obstructions inside the lock. The Chinese are also credited with inventing the ward lock, so it is one of those types of things with dual development in two different parts of the world. The ward lock also lent itself well to the first portable safe, often called strong boxes in mediaeval Europe.
Other than more complicated ward locks, there was not a huge development in security until the eighteenth century in England when incentives were offered to anyone who could develop an unpickable lock. We have seen huge improvement in locks, security and the development of the modern safe since then, but even these improvements were founded upon the same basic principles as used in ancient times.
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