Sometime during John Winchester's tenure as a hunter, he purchased a locker under the name of Edgar Cayce, and used the locker as a storage for various objects. This included various weapons such as rifles, shotguns and even landmines. The weapons in the locker were not limited to the conventional kind, but also included supernatural weapons and tools such as a devil's trap and cursed objects.
This storage was unknown even to his sons Sam and Dean, until a theft organized by Bela Talbot brought it to the knowledge of the brothers. In contrast, Bobby Singer knew of John's locker and was even responsible for creating the curse boxes for John.
In Bad Day at Black Rock, Sam receives a call from his father's phone, with the caller looking for Edgar Cayce. Sam pretended to be Edgar and was told that his locker was broken into. Sam asked for the address and told the caller that he will check the locker himself. Sam then asked Dean if he was aware of such locker, to which the latter answered no. The brothers then investigated the address and discovered their father's lock-up. They looked around and discovered that one of the curse boxes was missing. With the help of Bobby, the brothers soon found out that the thieves knew what they were going after and that they were hired by the supernatural dealer and thief, Bela Talbot. Bela was after the Rabbit's Foot that John had found and kept sometime in the past.
In Sympathy for the Devil, all parties were seeking and attempting to capture the Michael Sword, the weapon of the archangel Michael, which was lost from angels and was said to be on earth. The prophet Chuck then sent Becky Rosen to alert the Winchesters that the Michael Sword was located "in a castle, on a hill made of forty-two dogs". Dean later decrypted the message to pertain to the address of John's lock-up, which meant 'Castle Storage. 42 Rover Hill'. Dean and Bobby were surprised to know John had the sword all along. However, Bobby was actually possessed by a demon, who then knocked Dean unconscious and alerted Meg and other demons. Dean fought off and killed the demons except for Meg, who escaped.
Sam and Dean then rushed to the lock-up, only to find demons dead on the floor. Zachariah, and his escort of angels, arrived soon after to explain that he planted the prophecy of the sword being in the locker so Chuck would send the Winchesters to the angel. Zachariah also revealed that the Micheal Sword was not a literal sword, rather, it pertained to Dean being the true vessel of the archangel Michael. Zachariah tortured the brothers in an attempt to coerce Dean to give his consent to Michael in order to end the apocalypse, but Castiel arrived, having been resurrected by God and killed the two other angels and scared Zachariah into healing Sam and Dean and leaving. After burning Enochian sigils into Sam and Dean's ribs to protect them from the angels, Castiel disappears and Sam and Dean leave.
In The Man Who Knew Too Much, after the "wall" in his head was broken down by Castiel, Sam was near the lock-up, running from the police, inside of a dream. What he was planning to do in the lock-up, if anything, was never explained.
Abaddon was seen in the vicinity of the Castle Storage as she was talking to Crowley using a Goblet of Blood. After being asked to find out what John knew about the First Blade from a demon he captured, Dean and Crowley travel to the lock-up after a clue in John's Journal leads them there. Dean blindfolds Crowley however so he doesn't know where it is. In the lock-up, Dean finds a file on the case which reveals that John had teamed with another hunter named Tara and they captured, interrogated and exorcised the demon. While the file did state that the demon mentioned the First Blade, there's nothing further on it, presumably as John never believed in the weapon and thus never followed up on it. The file however does lead them to Tara who helps them with where to start looking.