Henry Palace is a fictional location featured in the novel "The Last Policeman" by Ben H. Winters. It serves as a central setting where characters navigate a world facing an impending asteroid impact. The palace symbolizes both hope and despair as society grapples with the end of days. In the story, Henry Palace is depicted as a place where people seek refuge and confront their fears. The narrative explores themes of mortality, purpose, and the human condition, making the palace a poignant backdrop for the unfolding drama as characters make choices in the face of catastrophe.