Over the years, many groups developed around the Items. Some are dedicated to the collection of the Items for spiritual use, seeing them as divine. While others believe that returning all the Items to the room may bring about some great event. The Vanguard is one of these groups.
The Vanguard took their name because that they felt they were the vanguard to humanity. Their purpose was to protect the world from the most powerful Items.
Knowing that Items were only destructible in The Lost Room the Vanguard decided to gather all the most powerful Items, bring them into The Room, and destroy them. Then take The Key, throw it into The Room and close the door thus making it and those Items lost to the world forever.
Over years The Vanguard made many sacrifices and paid a hefty price in both blood and coin to acquire the world's most powerful Items including: the Mirror of Opposition, the Left Shoe, The Ring, the Ball of Yarn, and the Knucklebone of Fickle Fortune. But The Key evaded them. It was at this point that the Vanguard hatched a new plan.
Not wanting to hold onto these Items for very long, as each day that passed was risking them being stolen from them, the Vanguard decided they could wait for The Key no longer. They decided to create a secure area to place these Items in until such a time that The Key was acquired. They created The Vault deep underground, and were careful to conceal it's location to others. Their design philosophy was not to create a place where the Items could stay forever, but instead one that would house these Items until someone with The Key could come along and dispose of these Items. As such the entire Vault was designed so that only someone with The Key could obtain entrance into The Vault. In an attempt to make it secure in case someone nefarious obtained The Key, several challenges were implemented that would require other Items to successfully traverse.
Construction was difficult and lengthy, and the Vanguard put to use their full knowledge of the magical arts to create a place secure enough to house these dangerously powerful Items. After having secured the area a difficult decision had to be made. Who would stay behind to warn Vault raiders about the Items and challenges that lied ahead for them. After deciding who would make this sacrifice, the Vault was secured and it's location kept secret.
No one knows what happened to the Vanguard, but it's clear that they never secured The Key to carry out their plan. Whatever became of them, they did their job well - no one has entered The Vault... until now.