My ancestors sure knew how to decorate... nothin' but big piles of gold!
― Sly at the entrance of the Cooper Vault[src]
Sly opens up the Cooper Vault and asks his pals to come with him, as they are a team, and should go inside together.
Once inside, Bentley and Murray are impressed, with Murray speculating that it must be a hundred years old, and Bentley calling it an archeological marvel. Unfortunately, Sly tells them that he is going to have to go on alone. Bentley insists he go ahead, since the vault was built for him. Meanwhile, he and Murray will hold down the fort.
Sly enters the vault and travels throughout it, passing all of the ancestors' challenges and exploring the history of the Cooper Clan members. He eventually arrives at his father's challenge, and after a moment of reflecting on him, he realizes that his father's move was one that was never placed in the Thievius Raccoonus, the laser slide, which allows Sly to slide across laser beams as if they were solid. Going through this final leg of the gauntlet, Sly arrives at a large door, which leads into the Inner Sanctum. He heads inside, saying to himself he wishes his friends were there with him to see it.
- When you approach the laser segment, if you wait long enough, Sly will figure out that he can slide on the lasers, and say "Dad, you old rascal!"