Well, the underground bomb shelter thing may be a bit much. But you can always add a freestanding storage structure to your backyard instead. These mini-barns and tiny houses look adorable and hold lots of family room rejects you're not quite ready to part with yet. If you've wanted to find another home for that barely-used Stairmaster, move it to the shed -- where it won't make you feel guilty every time you eat a cookie (or a doughnut or a harmless dish of ice cream). See how one small change can make you feel soooo much better?
Before you invest in a storage shed, make sure you understand your local building ordinances. You may need a permit to add a structure to your property. You may also need to install a concrete pad if your shed of choice is over a certain size. There may be restrictions concerning where on your property you can place a freestanding structure, too.