Are there any treasure vaults to break into?

While I haven't come across any vaults, just a reminder that certain dungeons have "treasure rooms" where there are massive amounts of loot behind a locked door:

In the above room I found the following: an enchanted glass bow, a quiver of dwarven arrows, a plethora of potions, three coin purses, a book with a skill increase, a few gems, and some alchemy ingredients. Also, my sixth Berenziah stone was on one of the shelves just hanging out for me to grab.

So while it's not a secure area, it might be the next best thing. Mainly, just a friendly reminder - always check behind locked doors in dungeons. They are definitely worth the trouble!

The closest thing I've found to this so far is the

Dwarven Storeroom

It's got a couple chests with leveled loot, a battleaxe with a random enchantment, lots of Ingots, and things you can smelt into Ingots. Part is protected by an Apprentice lock, and part by an Expert lock.

Go to Pinewatch near Falkreath, literally next door to Lakeview Manor on the hearthfire add-on, there's a hidden door in the basement of the house and at the end there's a room with a hell of a lot of gems gold and ores etc, and its only bandits inside so nothing too hard to worry about.