Warehouses, aka Banks, are very useful NPCs. They allow you to store any item that can go in your bags.
Where can I find them?
Those who have the Anywhere Warehouse can summon a Warehouse Daru to use almost anywhere. It is summoned for 10 minutes, then disappears.
Any item (except for timed items) that can be stored in a bag can be stored in a warehouse. A warehouse by default has 50 slots but can be upgraded 10 slots at a time. Starting with the 1.2 patch, warehouse does not improve for gold, but instead via expansion scrolls from Marketplace.