Curse boxes are locked, wooden containers with sigils on the exterior. They are designed to contain magical or cursed objects to prevent them from causing harm. Cursed objects are created by magic, and can kill their owners.
The idea for the curse box may have come from the legend of Pandora's Box, a box that holds all the evil and all the diseases in the world, until - once opened - it releases all this evil upon the world, leaving only Hope behind.
John Winchester kept curse boxes made for him by Bobby Singer at his secret storage space in New York. One of his curse boxes was stolen by thieves working for Bela, and when they opened it, they found the rabbit's foot inside.
Sam and Dean uncover a pair of cursed ballet slippers that are responsible for the death of a ballerina. They save the slippers' next intended victim, and trace them back to antique shop that was owned by a hunter who died a week earlier. She kept at least four curse boxes in a safe, which was also marked with sigils, but her son, unaware of the significance, opened the boxes and sold the objects inside. Sam and Dean are able to recover all the objects and return them to the boxes and the safe. They take the safe with them in a trailer when they leave.
Dean finds a lead lined curse box, covered in warding sigils in the Men of Letters Bunker storage room. He suggests to Sam that they keep the Book of the Damned in to prevent the book from being tracked.