U.S Bullion Depository. In 1935, portions of property in Fort Knox military reservation were set aside for use as U.S. Bullion Depository. Constructed in 1936, it was placed under supervision of Dir. of the Mint, a U.S. Treasury official. First gold brought here by railroad in 1937, and depository continues to be storage site for most of the nation's gold. By law, not open to public visits or tours.