- the art or practice of concealing a message, image, or file within another message, image, or file
More, including etymology at the link.
Recent news provides us with an excellent example.
Suspected al Qaeda operative encrypted terrorist plans in porn file (The Verge)
...[T]he cards and drive (found in Lodin's underwear) appeared to primarily contain a pornographic movie called "Kick Ass" and a file marked "Sexy Tanja." After weeks of work, however, investigators found that the video was actually a steganographic file, hiding over a hundred hidden documents believed to have come from senior al Qaeda members.