It's mentioned and used in AvX at some point....but what the hell? I can't find any info on it.

Source

In the event mini-series Avengers vs. X-Men #6, the five X-Men who have been empowered by the Phoenix Force (comics) are shown to be utilizing a teleportation device similar to the Siege Perilous called the Siege Courageous.
Later, in Uncanny X-Men vol.2 #15, the Phoenix Five use the device to teleport to Sinister London, the underground city built by Mr. Sinister and his clone army. Whether this device is directly linked to the two previous Siege Perilous devices is unclear.

@Mercy_: Thanks I found that but that doesn't explain how they have it or where it came from (they are main characters after all).