Armory

The Armory is a secret lab built by Tony Stark. It is accessible via a secret door in the abandoned Stark facility outside the Rhodes' house and it houses all of the Iron Man Armors, including the War Machine Armor. After it was blown up by the Tong forces, Tony set up a new armory inside a Makluan temple close to New York City, where it is able not to be destroyed.

History
Tony Stark had been building a new laboratory in the abandoned Stark facility for some time prior to the start of the series. He finally reveals it to Rhodes in Iron, Forged in Fire Part 1, where he puts on the Mark I armor for the first time to spy on Obadiah Stane. Ever since then, the armory has been the secret headquarters of "Team Iron Man" (A name Pepper came up with).

In the season 1 finale, Tales of Suspense, Xin Zhang orders the Tong to set up explosives in the Stark facility and blow it up, nearly destroying the Armory in the process. Fortunately, Rhodes was able to retrive the Iron Man and War Machine Armors to take down the Mandarin.

In The Invincible Iron Man Part 1, it is revealed Tony Stark had set up a new armory inside the Makluan Temple in Jersey before he went to China to search for Gene. It has improved equipment and defenses - so as to better prevent or withstand attacks (namely explosives that destroyed the first armory) - and is able to hack into every spy satellite (even S.H.I.E.L.D's) in the world to search for supervillians (even though originally it was created for the sole purpose of tracking Gene).

Iron Man Armors

 * Iron Man Armor Mark I
 * Iron Man Armor Mark II
 * Silver Centurion Armor
 * Stealth Armor
 * Hulkbuster Armor 
 * Space Armor
 * Arctic Armor
 * War Machine Armor
 * Rescue Armor 

Other Equipment
The Armory has a variety of advanced equipment like:
 * Iron Man Computer Terminal: This computer can monitor Iron Man's systems, see through the armors' visual scanners, hear through the audio scanners, and communicate to whoever is wearing the armor. It can also control the armors remotely and activate most of the armors' functions from there. James Rhodes is usually stationed here. When War Machine is out with Iron Man, Pepper is the one stationed there.
 * Tony's Artificial Heart Recharger: Tony can recharge his heart implant with this.
 * Armory Computer: The lab has a highly advanced supercomputer linked to Stark International's database. The second one in the Makluan Temple uses a holographic screen interface with even more capabilities.
 * Satellite Network: His computer is tapped into every spy satellite (possibly including S.H.I.E.L.D. and NASA) on the planet to help him look for Gene Khan and other supervillains. It also gets him every cable television channel in the world.
 * Phone: Both the computer and the armor have direct connection to Stark's pod.
 * Voice Imitator: It can use a microphone to imitate someone's voice on the phone.
 * Security System: The second armory has better security that warns if there is an intruder. It also has invisible, motion-detector lasers in the Iron Man exiting tube to find out if Iron Man has returned or an intruder has arrived (though the highly skilled thief Ghost was able to infiltrate the armory with minimal difficulty).