Can I Build A Underground Bunker?
It might well depend on local laws about types of construction allowed in which places, but in every place I’ve lived (all in the US), an underground bunker was perfectly legal. You’d undoubtedly have to do substantial research to determine what materials and construction methods would withstand whatever it is you fear, how long a person would need to be down there, and what their needs during that time would be. I’m old enough to remember people in the 1960s, panicky about the Cold War and the arms race, building bomb shelters in their back yards. Many of them are still there, fully intact. I hear it’s a great place for your kids to have a slumber party. Their noise won’t bother anybody.