Ft. Knox was where the US armored forces were first assembled. At the time the location for the gold depository was set, it was the most secure military installation in the United States. The gold wasn't moved there until the advent of WW II when it became likely that there would be attacks on the Eastern seaboard cities by the Axis powers, and being beyond the Appalachian Mountains it was considered more secure. Previously the gold was in the Federal Reserve bank in New York City and the Philadelphia Mint. Probably not a good place to snoop around, shoot to kill orders are said to exist if anyone tries to jump the surrounding fence,