The Grail is a secret organization, bent on world domination, and so they need a secret headquarters. That headquarters is Masada, a great fortress carved into the mountains of France. Masada is named after an ancient Israeli fortress, and was named to honor The Grail's purpose - to guard the ancient lineage of Jesus Christ.
Masada can house hundreds of troops and contains prison, housing and medical facilities.
It was destroyed by Starr, who had planted explosives throughout the facilities as a last resort.