The military term "PX" stands for "post exchange" and is historically the shopping center for U.S. Army bases. Any PX will sell consumer goods to authorized customers, which primarily includes military members, retirees and their dependents.
Branches of the United States armed forces call their consumer exchanges by different names. In the Navy, the exchange is called the NEX, or the Navy Exchange. The Air Force calls it the Base Exchange, or BX, and both the PX and BX systems are operated by the Army Air Force Exchange System. On Marine bases, the MCX is the Marine Corps Exchange, and the Coast Guard operates the CGX, or the Coast Guard Exchange.