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"One of the simplest examples of a substitution cipher is the Caesar cipher, which is said to have been used by Julius Caesar to communicate with his army. Caesar is considered to be one of the first persons to have ever employed encryption for the sake of securing messages. Caesar decided that shifting each letter in the message would be his standard algorithm, and so he informed all of his generals of his decision, and was then able to send them secured messages. Using the Caesar Shift (3 to the right), the message,
"RETURN TO ROME"
would be encrypted as,
"UHWXUA WR URPH"
In this example, 'R' is shifted to 'U', 'E' is shifted to 'H', and so on. Now, even if the enemy did intercept the message, it would be useless, since only Caesar's generals could read it.
Thus, the Caesar cipher is a shift cipher since the ciphertext alphabet is derived from the plaintext alphabet by shifting each letter a certain number of spaces. For example, if we use a shift of 19, then we get the following pair of ciphertext and plaintext alphabets:
Plaintext: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Ciphertext: T U V W X Y Z A B C D E F G H I J K L M N O P Q R S
To encipher a message, we perform a simple substitution by looking up each of the message's letters in the top row and writing down the corresponding letter from the bottom row. For example, the message
THE FAULT, DEAR BRUTUS, LIES NOT IN OUR STARS BUT IN OURSELVES.
would be enciphered as
MAX YTNEM, WXTK UKNMNL, EBXL GHM BG HNK LMTKL UNM BG HNKLXEOXL.
Essentially, each letter of the alphabet has been shifted nineteen places ahead in the alphabet, wrapping around the end if necessary. Notice that punctuation and blanks are not enciphered but are copied over as themselves."

The Caesar Cipher is basically just shifting the whole alphabet and doing codes from there on. A could be C. Then C would be E. You get the point.

Source: http://www.cs.trincoll.edu/~crypto/historical/caesar.html