As far as we know it's always been in Colorado. It might still be there today.
http://www.vehicross.info/forums/showthread.php?t=14530
I believe the basement garage of Isuzu US HQ in Cerritos, CA was known as the "museum". I don't know if it ever spent any time there. The pearl white VX went to Denver Isuzu and was bought by rollingmoss.
Here you can see the garage doors that lead to the "museum/vault" -
Mark Griffin