This article is from 2007, I found it to be an excellent and detailed review of the most common tools that exist to encrypt data in Unix systems. These different tools and methods are still valid and in use nowadays.
It provides some insights on encryption techniques, code quality, and the relative merits of the various [...]

eCryptfs is a cryptographic filesystem embedded inside the Linux kernel (versions 2.6.19 and later), it is also a stacked filesystem, which means that eCryptfs is a layer that works on top of other standard, lower file systems, such as ext4, FAT32, XFS and ReiserFS.
Some of the great advantadges of eCryptfs over other encryption methods such [...]

For those of you comfortable on the command line, there’s an alternative way to password a file using the free utility OpenSSL. Say you want to password protect a tar archive of documents called unencrypted-data.tar.
From the command line, type:
$ openssl des3 -salt -in unencrypted-data.tar -out encrypted-data.tar.des3
enter des-ede3-cbc encryption password:
Verifying – enter des-ede3-cbc encryption password:
That command [...]

This tutorial shows how you can use GnuPG to secure and verify data on your Linux box.

This tutorial shows how you can use GnuPG to secure and verify data on your Linux box but the first part is relevant for Windows users too.