The Sheriff's Office is where Sheriff MacCoy lives. It is a building that is completely exclusive to Poca Cosa. After you first arrive in town, you have to go there to receive your inheritance, which consists of one Donkey, a Springfield M1903, 50 .30-06 Springfield rounds, and $1000 to start off your Caravan with. After that, you can go there to get different pieces of advice from him.