LUCRECIAS WATERFALL

You need a green, black, or gold Chocobo or a submarine to reach the round lake on the southern half of the western continent. There's a cave behind the waterfall. Once you enter with Vincent in your party on Disc 2, you get a cutscene that explains a lot about Vincent's background. Return to the cave after a few battles. Doing so, you'll get Vincent's level 4 limit break manual Chaos, and Vincent's ultimate weapon Death Penalty.