This is a more theoretical option, but one also worth exploring.
Lifestyle considerations
The civilization can be relatively near, but most people don't like to live permanently underground.
Risks
Some risks are practically absent, and most weather/related problems can be ignored. Should the apocalypse come, one has a place to hide away. Earthquakes and other geological phenomena, as air supply become crucial.
Preventive measures/solutions: solid architectonic work required, life-support technologies are useful.
Economy
(…)
Availability
Sometimes, there are sold entire subterranean cities, and there are missile bases for sale as well.
Legal status
(…)
Examples
An eccentric created with a few friends and followers an underground complex some 300,000 cubic feet large, based on his visions. It persisted in secrecy for about 14 years, until the Italian government learned about it. See also Federation of Damanhur.
(more examples and attempts???)