I know of 3 people that have tornado shelters. One in Oklahoma is built above ground but tied to the slab and is to Fed specs, another is in the basement with a 100% concrete room (+ a door and escape door that both open inward) and one had one put in the ground right next to the house.

I'm thinking of seeing what I need to do to add one here. In the basement. There is an area that is 6' wide where it wouldn't take much excavation to add it, and it wouldn't take away from the basement space.