The Rijksmuseum in Amsterdam closed its doors in August 1939 as a precautionary measure. Measures were taken to protect the national art heritage. Special storage facilities were built in the dunes for this purpose.

At the end of 1941, however, the dune area had to be evacuated by order of the German occupying forces because of the construction of the Atlantic Wall, a defence belt along the European west coast. In consultation with the occupying authorities, the Dutch Government Buildings Agency decided to carve out a vault in the Sint Pietersberg near Maastricht. The work in the northern corridor system took months and was completed on 1 March 1942. The bunker lay 35 metres underground and was accessible through existing marl corridors. The concrete walls were only half a metre thick, but above that were 33 metres of marlstone, which provided sufficient protection, according to the experts.

The official name was National Repository No. 9, but the bunker became known as 'the Vault'. The first shipment took place on 24 March 1942 and consisted of a long series of train wagons with a truck loaded with paintings on each wagon. More than three years later, the first works of art returned intact to the Rijksmuseum. The Vault has been open to the public since 2005.