The secrecy capacity of relay channels with orthogonal components is studied in the presence of an additional passive eavesdropper node. The relay and destination receive signals from the source on two orthogonal channels such that the destination also receives transmissions from the relay on its channel. The eavesdropper can overhear either one or both of the orthogonal channels. Inner and outer bounds on the secrecy capacity are developed for both the discrete memoryless and the Gaussian channel models. For the discrete memoryless case, the secrecy capacity is shown to be achieved by a partial decode-and-forward (PDF) scheme when the eavesdropper can overhear only one of the two orthogonal channels. Two new outer bounds are presented for the Gaussian model using recent capacity results for a Gaussian multi-antenna point-to-point channel with a multi-antenna eavesdropper. The outer bounds are shown to be tight for two sub-classes of channels. The first sub-class is one in which the source and relay are clustered and the and the eavesdropper receives signals only on the channel from the source and the relay to the destination, for which the PDF strategy is optimal. The second is a sub-class in which the source does not transmit to the relay, for which a noise-forwarding strategy is optimal.