It is called a magazine, from a similar French word that means storehouse.
Explosive room
The place is called "port" where ships are kept? woodenboatusa.com
The place where luggage is kept in an airplane is called the cargo hold.
A closet?
A hive. A group of hives kept together is called an apiary.
A stable.
The Armament House
They should also be kept locked and away from children
Historical records, or the physical place they are kept, are called archives. These archives for the city of Delhi are kept in New Delhi.
The place in which a horse is kept is usually called a stable, stall, or loose box. And the place in which this box exists is called a yard or barn.
Yes, the place that aeroplanes are stored is called a hanger
Weapons are kept in Armouries. Ammunition is kept in a magazine. They should not, never ever, be stored together.