Where you want to be when the bombs start falling... unless they happen to be bunker busters in which case you're fcuked.
Traditionally a big concrete box, partially (if not totally) underground, designed to protect important things from being blasted off the face of the Earth. Can be something as simple as your mum's basement to a massive, multi-level affair with facilities up there with your average small town (dorms, cafeterias, medical facilities, comms etc.)
First became popular during WW1 when it was realized that basements were the safest place to be when the artillery barrages started up. The Germans with a more defensive mindset built deep bunkers (some containing 4 poster beds) to protect their frontline machine gun teams.
Post WW1, the French with typical stupidity built the Maginot Line just as everyone (especially Ze Germans) moved onto mobile warfare. The Germans attempted something equally iffy with the Atlantic Wall intended to stop an invasion from the UK in the closing stages of WW2.
Having reached their peak during the Cold War they've now been made somewhat obsolete with the invention of the aforementioned bunker busting munitions. Several have been converted into storage facilities, barracks and even tourist attractions. Several obsolete American 'Minuteman' missile silos have even been converted into private residences (obviously they took the missile out first!)