Bunker, storm cellar, root cellar or safe room...

Call it what you like and dependant on where you are it might well be a storm cellar or be used as a safe room but it amounts to the same thing.

It's your sturdy, secure and save haven. Now if you're a zillionaire it might well be some mountain fortress with feet thick reinforced C90 concrete walls built many 100's of feet under a million tons of granite. For most of us it's the best you can do, with what you have and what you can spend on it.

There are many forms. Fibreglass, free standing, solid steel, made from drain culverts but it usually tales the form - at least when we think of a typical one - of a 50's Atom shelter.

Regardless of whatever your means and locale pick the best for you. Make the best of whatever option you have.

One idea, using shipping container design as the basis is so-called 'blast resistant buildings' or modules. 

As I say make the best of what you have and within your budget. Oh, one final aside: do not make your doors so thick (5 feet) or heavy (350 ton) that they take a whole 24 hours to close as per a certain Swiss tunnel cum shelter. A tad too much me thinks.

Using a potential property I may be about to purchase I have either a cellar (I'm not sure it has one), an under patio option (possible but too close to the house if it was knocked over) or under a nearby outbuilding. It has a HUGE hill close by which affords some natural protection - if only from potential blasts. Ideally I'd own a patch of land half way up and dig in. 

Let's argue that I go under the patio (so entry is outside the house). I'll not have much to play with - say the width of the house less wall by the depth of the patio. At a guess 12 x 12. Allow for wall thickness and you're looking at 10 x 10. Not exactly perfect but more than enough to store and secure.