|Interest|| Casket of Ancient Winters|
Orb of Agamotto
Tablet of Life and Time
Captain America: The First Avenger (mentioned)
Thor: The Dark World (mentioned)
The Vault, more precisely Odin's Vault, also known as Odin's Treasure Room or the Weapon's Vault, was a room in the Royal Palace of Asgard, which held a number of relics that Odin had gained as a result of his victories over the course of his life.
Odin captured, stole, purchased and did whatever he could to take all the relics and weapons that could bring about Ragnarok (the Asgardian end of times), and he locked them away in a vault in the base of his palace, so anything he thought could bring the universe down is now under lock and key.
Home to the incredibly powerful Casket of Ancient Winters, the Weapon's Vault has always been a prime target for those seeking powerful weapons of destruction. During Thor's crowning ceremony, the Vault is attacked by three Frost Giants attempting to steal the casket. However Odin sensed the Frost Giants in the Vault and activated the Vault's deadliest automaton device the Destroyer to dispatch the the Frost Giants.