Standard security notions for encryption schemes do not guarantee any security if the encrypted messages depend on the secret key. Yet it is exactly the stronger notion of security in the presence of key-dependent messages (KDM security) that is required in a number of applications: most prominently, KDM security plays an important role in analyzing cryptographic multi-party protocols in a formal calculus. But although often assumed, the mere existence of KDM secure schemes is an open problem. The only previously known construction was proven secure in the random oracle model. We present symmetric encryption schemes that are KDM secure in the standard model (i.e., without random oracles). The price we pay is that we achieve only a relaxed (but still useful) notion of key-dependent message security. Our work answers (at least partially) an open problem posed by Black, Rogaway, and Shrimpton. More concretely, our contributions are as follows: