The invaluable Raven provided links to a treasure trove of telegraph code books in the comments to last week's scans of a vintage telegram.
The Telegraphic and Signal Codes Directory by John McVey links to scans and transcripts of over a hundred different code books dating back to 1845. The majority were intended to save the user money by keeping their messages as short as possible, back when every word was an extra charge for the sender. A few were genuine ciphers designed to keep information private. That's no small matter in an era when the very nature of the transmission meant multiple people read the text of a message.
Some of the more interesting codes were designed to serve niche interests with a specialized vocabulary. Like the "Police Telegraph Code of England for 1893", with its shorthand for listing the offenses and description of a criminal suspect.
This might all seem rather dry and academic, but it's an incredible resource for adding verisimilitude to a narrative with period props. A coded telegram just screams "clue", especially if it's found on a dead body or at the scene of a crime. When the players discover a copy of the book it was encoded with (helpfully printed out ahead of time) you'll not only move the plot along, but give them a genuine sense of accomplishment for doing some real detective work. How cool is that?
As an example, the police codes mentioned above would be ideal for official messages regarding the bloodthirsty serial killer that was stalking England in 1893.