A device (1) has a surface relief structure (2) which has a plurality of regions (3). The regions (3) include grey scale regions (4) which are too small to be separately resolvable to the human eye. Each grey scale region (4) is one of a limited number of different grey scale region structure types. The different grey scale region structure types appear, by reason of their differing diffuse scattering characteristics, to have different intensities when the device (1) is illuminated by a light-source (5) and viewed by an observer (6). The device is useful in authentication applications and has particular applicability as an anti-forgery security device on bank notes, credits cards, cheques, share certificates and other similar documents.