A sacristy is a room in a church where the vestments, sacred vessel and other litgurgical paraphernalia is kept. It is normally found inside the church, but in some cases it's in an annex to the church. The entrance is traditionally near or in the sanctuary, or at least close to the high altar, but in some modern churches it's placed near the entrance.
The person in charge of the sacristy is known as a sacristan.
Some sacristies in older churches are richly decorated, and it is also common that some of the more valuable objects of art are placed there and only brought out for special occasions. It is possible to visit the sacristies of many of the churches in Rome, as long as they are not preparing for a ceremony.