Apocalypse Now

Human beings gained the ability to extinguish life on this planet a long time ago when we entered the atomic age, and yet why has no one built a shelter which would be safe from the world should the world decide to end itself?
Nuclear warheads are in a sense rather overrated, they can level any and all man made structures, but they are still nothing compared to nature's hard shell. To build a self sustaining sanctuary would be a simple although burdensome task, one simply has to find a stable and deep mine such as a depleted gold vein some miles underground, reinforce the cavern to keep it from collapsing and to keep moisture from entering, install a small nuclear reactor, which will run for centuries on only a few tonnes of fuel, and bring in a small population.
Water needed to sustain life can quickly be farmed by digging a cavern below the water table and not insulating it against moisture, water found by this method would already have been filtered by the earth and would at least not be salt water. In the case of a nuclear war contaminating all the water with nuclear radiation, simply use electricity from the aforementioned nuclear reactor to break down the water into component hydrogen and oxygen, redirect the gas to a sterile chamber, and allow water to re-condense free of most radiation.
Food could easily be farmed with artificially generated light and water from the above method, such a sanctuary would be virtually invulnerable to any disaster on the surface.