You may have seen the movie Panic Room where Jody Foster and her daughter are hiding in a panic room from intruders.
Safe rooms are being built in or added to homes more and more frequently. A safe room is a place to hide if someone breaks into your house, but more often used as a safe place to go during tornados. They are made to withstand an F-5 storm. A central room, closet, or bathroom can be reinforced to use as a safe place. The floor, ceiling, and walls are lined with metal or concrete and the doors are extra heavy. Safe rooms run in the $20,000 range, although a very small space may cost less. There needs to be enough space for storing water, important documents, and survival materials.
Ideally, a safe room could be installed when the house is being built, but can be retro-fitted in an existing home.
A storm shelter is buried under the ground. These are about half the cost of a safe room. If you don't have a basement in your home, these are good options to consider. I have to admit, the thought of going into a hole in the ground doesn't sound that appealing. I imagined a dark, musty smelling, damp, chilly place, but this safe room from Eureka Storm Shelters looks like a nice place to wait out a storm.