A foley box is a wooden box about 75cmX50cmX25cm with a hinged door (replete with doorknob) built into the front. Most models also have a handle of some form on top.
The box was designed to replicate a complicated and oft-used sound effect in early 20th century radio programming without having to replicate each sound individually, namely the opening and closing of a door - since the audience couldn't see a character enter a scene they frequently needed to be informed in another way. By building a miniature door and keeping it handy, foley artists could keep thing as simple as possible.
Foley boxes were so handy, in fact, that they were often run from studio to studio depending on who needed them when, hence the handle.
Antique foley boxes are an obscure radio history collector's item and can be worth thousands of dollars when put up for auction.