Vault 21

 is one of the Vault-Tec Vaults, located in or near Las Vegas, Nevada. Its purpose in the Vault Experiment is unknown. Mitchell likely comes from there.

Appearances
A Vault 21 jumpsuit appears in Fallout: New Vegas, so it's very likely that so does the vault itself.

Note
This vault is ironic to Las Vegas, as Blackjack is a well known game played in Las Vegas.