Based on the original cryptex, and the key item from The Davici Code, here is a cryptex made from Lego. Although it's not like a regular cryptex, its function is the same.

Step 1: Pieces Needed

Refer to the pictures in the nest steps for pieces:

Outer Chamber
-1x2 brick (21)
-1x3 brick (6)
-1x4 brick (12)
Inner Chamber
-1x1 brick (1)
-1x2 brick (8)
-1x3 brick (1)
-2x2 brick (6)
-1x3 corner brick (5)
-1x2 downward-sloped brick (3)
-1x2 upward-sloped brick (3)
-1x2 flat panel (3)
-2x2 flat panel (1)
Front Endcap
-1x2 brick (1)
-1x4 brick (1)
-1x6 brick (2)
-2x2 brick (2)
-2x3 brick (3)
-2x4 brick (1)
-1x4 flat panel (1)
Back Endcap
-1x2 brick (4)
-1x3 brick (2)
-1x4 brick (2)
-1x6 brick (2)
-2x2 brick (1)
-2x4 brick (2)
-1x4 panel (1)
Locks (may vary based on what type of locks are built. This is the number of bricks for all three types.)
-1x2 brick (13)
-1x6 brick (6)
-2x2 brick (1)
-2x3 brick (2)
-2x4 brick (2)
-1x8 panel (4)
-1x6 flat panel (3)
Top
-1x2 (14)
-1x4 (5)

Step 2: Build the Outer Chamber

Follow the pictures. As a side note, the cryptex is built in a uniform style that can create a long cryptex with many locks.

Step 3: Build the Inner Chamber

Follow the pictures. The space of the inner chamber is only 1x1 brick big, so objects like pencils (or secret messages) are the only things that the cryptex will hold.

Step 4: Build the Front Endcap

Follow the pictures. The inner chamber comes out from this endcap.

Step 5: Build the Back Endcap

Follow the pictures. This endcap is where you will push out the inner chamber from. You can try to pull the innner chamber out, but it will likely break, so a type of rod may be needed.

Step 6: Build the Locks

Follow the pictures. There are three types of locks that can be built. After all of them are built, one of them will be without the 1x8 panels to create a better fit.

Step 7: Build the Top

follow the pictures. This part is the top of the outer chamber, which will hold down the locks.

Step 8: Assemble Everything

With all the parts, place them together in the indicated order. You can place the inner chamber before the locks to make it easier.

Step 9: How to Solve

To solve the cryptex, slide the bars in the correct sequence to unlock the cryptex. To release the cryptex, push the cryptex from the back endcap (recommended with a rod). It's designed to slightly break open if you try to force it open without solving it, but it can occasionally jam from both taking it out and returning it.