I spent an afternoon visiting antique stores in Billings, MT recently, at the first one I found a glorious lot of 1000 advertising pens, and at the second, among the western artifacts, I found this pen:

No cap, and it rattled. I could see pretty easily that it had a compartment:

Oooh, a pair of dice. Well worn. Well that was nifty – I was having fun that day, so I offered $5 for the pen and left to do something else. I looked at the pen a little later and realized it was still rattling, so looked closer and:

A super secret compartment! Here’s the whole pen disassembled:

And a picture of the dice up close:

It was a neat pen to find – the nib is labelled Germany, and I imagine it to be prohibition era, but I bet it’s later.