Making wood turned boxes is a variation of  creating hollow forms. A piece is hollowed out, but you can access the interior more easily because you create a turned box by creating a top and bottom that fit together, either by friction or using threads. Here are some resources on how to create turned wooden boxes:.

Basics

Cutting into end grain: Knowing grain direction – Stuart Batty. (6:37)
A beginners guide to wood turned boxes – Mike Waldt (27:55)
How to make a lidded box on the lathe – Carl Jacobson (8:55)
Turning an end-grain box – Steve Mallott (1:14:36)
Making a turned box – Wood Whisperer (10:23)
Turning a spalted beech lidded box – Mike Waldt (13:46)
Turned lidded box made from Irish yew – Mike Waldt (12:34)

Threaded Boxes

An upgrade from the basic friction fitted lid is a lidded box that uses threads to attach the top to the bottom. Here are some videos that show how that process is accoumplished:

Hand thread chasing – Alan Batty (1:00:14)
OPCAAW member George Kromka has posted videos on turning threaded-lid boxes using a Chefware Kit EZ Threading Pro jig. Part 1 (16:14) and Part 2 (15:31)
Step by step process for turning a threaded box – Sam Angelo (16:29)
Turned box with a threaded lid and finial – Sam Angelo, Part 1 (13:48) and Part 2 (12:59)
Adam Luna demonstrates making threaded boxes for the Rocky Mountain Woodturners (1:32:39)