@ojann,

If you are looking into creating a closed network, you can do so with any router, given the correct security settings, and not connecting the WAN port to your modem.

However,

The most common implementation of what you are looking for is called a VLAN

This functionality can be found on some routers as a settings, and is a feature common on many of our managed switches. When configuring a VLAN on a managed switch, you will be given the option to separate a set of ports to be its own network, and to not communicate with the rest of the ports on the switch.