Audio Diaries (or Audio Logs) are the main narrative device of the BioShock series. They were recorded by citizens of Rapture, either as notes for themselves or as messages for other residents. Picking up an Audio Diary stores it automatically in the associated in-game menu while offering to play it by entering the key associated to the last one found. However, a handful of plot-crucial diaries throughout the games play automatically as soon as they are picked up.
The recording device which plays Audio Diaries is the Accu-Vox Personal Voice Recorder, a product of Fontaine Futuristics, which started manufacturing it more than five years before Rapture's Civil War.
After either a radio transmission or another playing of an audio Audio Diary, a previously obtained Audio Diary will play directly after on its own (without having selected it from the menu). The reason this happens remains unclear. This occurs in both BioShock and BioShock 2. For example, picking up the Agnus Dei Audio Diary automatically plays it; after it finishes playing, the Alone at Last diary (if picked up previously in the same area) will start too.