A useful video (start from c.2mins) for explaining Diffie-Hellman(-Merkle) key exchange: a method to allow two parties that have no prior knowledge of each other to jointly establish a shared secret key over an insecure communications channel. This key can then be used to encrypt subsequent communications using a symmetric key cipher.
It also highlights the cryptographic value of a one-way function and the complexity of the discrete logarithm problem.
(N.B. There is also some relevant content — albeit for a younger audience — in Chris Bishop‘s 2008 Royal Institution Christmas Lectures)
Protocol by xkcd: