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Factory apps-no

3rd party- possible if it is built into the app

Jailbroke-yes, there are tweaks that will do this but currently the 6, 6+, & iOS 8 is not jailbreakable.
 
there are 3rd Party apps that let you have videos or photos hidden.locked within them but you would have to add those photos and videos to the apps shared folder in itunes
 
Too bad, it'd be handy to be able to lock messages if I wanted to let someone explore the rest of the phone.
 
Too bad, it'd be handy to be able to lock messages if I wanted to let someone explore the rest of the phone.

When I was jailbroken I tried out the Guest Mode app and set it to log into guest mode with any incorrect pass code. Pretty cool.

However, no one ever touches my phone except me and IF anyone ever did, I'd be standing right there anyway.
 
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