The Supply Convoy is a feature in several Fire Emblem games. It allows the player to store a large number of weapons and items, usually up to 100. If the player has a supply convoy and a unit obtains a weapon or item while their inventory is full, they can choose to send an item to the supply convoy rather than having to discard one.
In some games, items can be taken out of the supply convoy at any time by being adjacent to a certain unit and using the supply command. In others, items can only be taken out between missions, usually at a Base.
Supply Convoys generally aren't available until at least a few chapters into the game.
When you have too many items you can send one into storage, the storage can be accessed (so things can be deposited or removed) in any castle. However, unlike other games a character can only remove items that they themselves have placed in storage.
Much like Genealogy of the Holy War, except instead of being accessed in castles they are accessed in shop-like places. Additionally, any character can now take anything from storage.
In both The Binding Blade and The Blazing Blade, the supply convoy is available through Merlinus.
As long as Merlinus is deployed on the map, you can send extra items you receive on a full inventory to the supply convoy, regardless of the physical distance between you and Merlinus. Units standing adjacent to Merlinus can use the supply command to freely switch their items in and out of the supply convoy. Merlinus can store a maximum of 100 items.
In The Sacred Stones, the supply convoy functions the same as it did in The Binding Blade and The Blazing Blade. However, it now travels with the main Lord character (either Eirika or Ephraim depending on player choices) instead. The supply convoy again has a maximum capacity of 100 items.
In Path of Radiance, the supply convoy is managed by the Merchant Convoy of Muston, Aimee, Daniel and Jorge. Since unlike past supply convoys, this one cannot be deployed on the map, it can only be accessed at the Base between chapters. Items can still be sent to it during chapters; however, the supply convoy has a maximum capacity of 200 items in this game.
In Radiant Dawn, there are three separate convoys: one belonging to Micaiah, one to Elincia and her retainers, and the last to Ike. Supply Convoys from groups other than the one you are currently playing as cannot be accessed. Each convoy can carry a maximum of 100 items. Otherwise, they function the same as the one in Path of Radiance.
At certain points in the game, the supply convoys will be combined, allowing for a total of 300 stored items near the end of the game.
In Awakening, there is only one convoy belonging to Chrom. This one is bottomless as it can carry any and all types of items without running out of space. An unlimited number of each item can be held, but the displayed value will not exceed 99.
In Fates, the convoy is very much the same except the Avatar handles the convoy, and the convoy has a total limit of 500 items. Various downloadable maps come with their own units and lack the convoy, meaning an item has to be discarded upon picking up a sixth item.