In this talk, we present our results on applying Artificial Neural Networks (ANNs) for cryptanalysis of rotor cipher machines. Rotor cipher machines were used until the 1970s. They are electro-mechanical stream cipher devices used for encryption and decryption of messages. In particular, we consider two different attack models: known-plaintext attack and ciphertext-only attack. In the both cases, our goal is to recover the key of a machine. To get each specific bit of the key we train a separate ANN to determine its value. Thus, each ANN solves a binary classification problem. In the case of the known-plaintext attack, the networks get as an input the keystream generated by the machine. Whereas in the ciphertext-only-attack scenario, the input of the networks is the ciphertext itself. To illustrate both attacks, we apply them against Hagelin M-209 which was used by the US Navy and the US military during the WWII and until after the Vietnam War.