Take a Soul Chest and put it in a furnace. You'll end up with an Undertaker. What does it do? If you die with one of them in you inventory it will keep all your stuff :D But after it's placed in the world you can't pick it back. You can't insert items on it as well! It's a one time only use chest :)
You might also find some scattered around in the nether, and a few of them might have some really nice things inside! So make sure you open them anytime you see one :)
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