The Vault was an installation located fifty floors beneath the ground, near Salt Lake City, Utah. The Vault contained a museum with Henry van Statten's private collection of alien artefacts. Part of this vault was called the Cage.
Artefacts in the collection included a Dalek (which van Statten called a "Metaltron"), the head of a Mondasian Cyberman, a mileometer from the Roswell crash, the arm of a Raxacoricofallapatorian which Rose believed to be a Slitheen, a compression field, an Earth reptile head, an ape-man head, an alien lizard, a giant beetle and various meteorites.
After her overthrow of her boss, van Statten's former aide Diana Goddard ordered the Vault to be filled with cement, and sealed away forever. (TV: Dalek)
Before the Vault was sealed, at least one item was recovered from it. (COMIC: The Fountains of Forever)
Adam Mitchell excavated the Vault in search of time travel technology. He used Cyberman technology to lure Time Agent Neal Shaw there and freeze him in time. (COMIC: Mystery Date)
At some later time, BBC Radio sent a team to the site as part of a documentary on the history of the Dalek race. (AUDIO: The Dalek Conquests)
Lady Christina de Souza obtained the ability to travel beyond Earth after raiding the Vault. (COMIC: The Eye of Ashaya)