Unknown hardware filter/amplifier in setup
Looks homemade. Could be whatever the guy who made it wanted it to be. Likely possibilities are


Attenuator, to allow connecting a higher power signal than the 'scope is able to handle.
Low-pass filter to filter out noise.
High-pass filter to cut out a high DC bias. 
Arbitrary other filter that meets the needs of the particular measurement.
Envelope detector to allow measuring the message signal of an AM RF signal.