The Think Tank appears to be a Place in Lord Buinesse's office.
It is were Lord Business keeps his Master Builders hostage.
This is also were Vitruvius dies in the movie and this is were he is first seen as a ghost.
After the attack on Cloud Cuckoo Land, the Master builder's captured are taken here and taken hostage.
This is also were Emmet jumps out of the window into the Infinite Abyss of Nothingness to save everyone.
This is also a place that is mentioned in MetalBeard's tale of woe.
This is were he lost his body due to injuries.