There are Ws-Security based Web Services which are traditional web services but with security enabled in it. According to wikipedia
WS-Security (Web Services Security, short WSS) is a flexible and feature-rich extension to SOAP to apply security to web services. It is a member of the WS-* family of web service specifications and was published by OASIS. The protocol specifies how integrity and confidentiality can be enforced on messages and allows the communication of various security token formats, such as SAML, Kerberos, and X.509. Its main focus is the use of XML Signature and XML Encryption to provide end-to-end security.
It allows secure transfer of data and ensures confidentiality. There is a firewall which always allows authorized requesters to create a SOAP request.

We don’t have to type XML based signatures in the SOAP request. More information can be found here and here.
Since salesforce.com doesn’t support WS-Security based WSDL now, the parsed proxy class will not work and the requester will receive an error “Invalid Security”. To overcome this issue I found a very useful post in force.com community. The current solution is to tweak the proxy class a bit so that the SOAP request that is being created, also includes the security header. The post can be found here.
I hope it helps. Feel free to ask any question.