Faraday boxes (cages) are nice and all but what if you need wires or tubes to enter / exit your box? Then is there still a way to EMP-protect a device?  
 A: EMP is typically a high frequency signal. It is possible to allow low frequency signals to enter your Faraday cage by decoupling the signal - a choke in series and a capacitor in parallel. You need to make sure that the choke does not saturate at the current spikes expected - and that the voltage rating of the capacitor is sufficient to absorb the energy.
A technical paper on the subject can be found at http://www.kwset.fi/kW_Consulting/pdf/Yleis_PDF_GeneralTechnicalInformation.pdf
Another solution can be to use optical interfaces to permit the transmission of high frequency signals while protecting from unwanted RF. In that case you let the optical signal cross a small hole (small compared to the wavelength of RF you want to stop) after which you can safely convert to electrical. This is done, for example, with electronics that runs in certain MRI machines - allowing digital electronic circuits to live in the vicinity of the MRI scanner without interfering. "Wanted" signals travel across the boundary, but "unwanted" signals are stopped.
