A converted old submarine buried to the conning tower (designed to be under water anyway, and how cool to climb down the ladder and spin the wheel on the hatch), or
a connected series of previously unused underground tanks gas stations keep the fuel in, again buried and converted to living quarters (designed to be buried, to keep liquid on the inside from getting out and therefore vice-versa) or
a concrete bunker with aero- and hydro-dynamic curves so that high winds or unexpected water would just go around.
Someone else had that last idea.
I would want to be able to secure heavy steel shutters over all the openings before evacuating.
Not enough windows. :)