There were some neat threads a couple of years ago that I wish I would have saved the pics from. They were about guys building their "Dream Homes" and the safes and rooms they built into the homes.
One guy in particular took pics of the house being built from an open field to it's completion. They dug out the basement and poured the walls and in the middle of the basement was a "safe room" with a bank vault door.
I forget how thick the walls were. It was cool. Not exactly quick access though. Rifles all along 3 walls, sump pump in the floor to prevent flooding, dehumidifiers, positive pressure ventilation, it's own water and supplies.
If I ever build a house, i will have a safe room, not a safe.
TA