It's called the Lego Memory Lane, and it's a secret vault that has every Lego set ever manufactured. There are more than 4,720 sets inside it. If you're lucky, you can see it during a tour of the Lego history museum.
LEGO started back in 1932 when Ole Kirk Christiansen founded a company to manufacture toys. The name was picked later, and it came from combining the Danish phrase Leg Godt, meaning "Play Well." The modern LEGO brick evolved throughout the years until the 50s, when the manufacturing process was standardized and lasts to this day.