The Gearhead Vault is a location featured in RAGE. It used to be a bank in Crescent City before Apophis hit. Now the remains of the building are connected to Subway Town and used as a hideout by the Gearhead Clan. It is taken over by the Authority later on.
Gearheads are heavily armored. The player will likely need a lot of armor piercing ammo in here. Authority AV2x Rounds, feltrite AR Rounds are good. Pop Rockets and Dynamite Bolts are also effective, but expensive, especially considering they don't leave much to loot. Gearheads also like to deploy Sentry Bots, so it's recommended to load up on anti-mech equipment like EMP Grenades, Pulse Shot and Electro Bolts as well. If the player can't afford enough AV2x Rounds or any other ammo listed above, it's recommended to try to take the enemies out with the use of HE Grenades and Killbursts.
The Authority will take over the old bank later on, and all the previously posted recommendations are actual to the soldiers as well.