Yes, I know that there is about 20+ instructions on building USB drives. This one is one on hiding a USB in plain sight.

Step 1: Materials

USB Dive
Sharpe Marked; Chisel Tip Permanent Marker
Knife/Razor blade
Contact cement

Use any size for your USB Drive.

Step 2: Let's Get Started.

Take the USB drive and break it down to the PCB board with the USB port, put it aside. Take the sharpe pen and break it down. You can do this with your hands, be prepared to have permanent marker on your hands.To remove the chisel tip, you'll need to get a paper towel and cover the tip and pull it out. Take the chisel tip and the ink reservoir and throw away. Clean the chisel tip holder and the pen casing.

Step 3: Building the USB Pen.

Here is were I used guess work to get the USB port to fit in the cap on the tip holder. I cut the chisel tip holder down till it I could get the USB to fit in the cap. After you check that you can plug the USB into the computer and you get a connection to the computer. Then you can use the cement to glue the USB into the tip holder. I let it dry for around 24 hours. After the glue has dried, check to make sure that you get a connection on the computer and that the pen cap fits. Yea! You are now done.

Side notes;
Yes, there is room in the pen to hold more stuff. (Papers, money, paper clips.....)
You can cut a hole for the LED light to shine through. The one in the picture there is a hole, but the camera was my old phone 1.3 MB pixels.