The repository of all the dark artifacts that the Coven in Ravencrest has seized over the years.
The Vault is in the basement of the Pratchett home. One such item in there is the Orb of Aka Manah.
Upon entering the Vault, it only shows you the artifacts that are relevant to you. For example, in Season of the Witch, Kelly was shown a black leather book and something under a black cloth. Of course she had no idea what either of those things were.