Welcome to Alcatraz! I don't know why, but I felt the need to introduce the puzzle like that.
If you've already been having a wander around in puzzle world you will have likely stumbled across this puzzle in one form or another as the style is pretty generic. The object is obviously to remove the ball from it's cage. From my picture you can only see the front, but the back looks exactly the same with a set of brass bars preventing the ball from being removed. All four of the brass bars will rattle slightly in their holes but none of them are able to be moved out of the way for the ball to pass.
I tried several methods to try and solve Alcatraz, but none of them seemed to do the trick. After a couple of days of fiddling around with the damn thing I decided that as much as I hate doing so I was going to look up the solution because I genuinely couldn't think of any other ways to open it. It turned out that I had tried the correct method, but because the mechanism was a bit stiff I was unable to open it without using a bit more force than I would ever consider necessary to open a puzzle. On the up side it has gotten easier the more times it is opened.
Not a bad puzzle, and I certainly don't regret getting it, but it's not held as one of my favourites.
You will be able to find Alcatraz (or one of it's many incarnations) in several places on the net, but I bought it from the Alcatraz puzzle website here: Alcatraz
It is also available for purchase from Puzzle Master.
Also read Brian Pletcher's review of Alcatraz here: LINK