A method of making a casing for an explosive fragmentation device, including the step of coiling a length of wire into a casing having a longitudinal extent defined by superposed turns of the wire coil, said coiling step including the step of progressively varying the diameter of the turns over at least a part of the length of the casing so that in longitudinal cross-section the mean profile of the said part of the casing is inclined to the longitudinal axis thereof, the wire having a pair of opposed flat faces, said coiling step further including the step of twisting the wire about its longitudinal axis while it is being coiled, so that the opposed flat faces of adjacent turns overlay one another and are oriented substantially normal to the said mean profile, and bonding together the opposed flat faces of adjacent turns.