Concrete walls and lid if you are going with the vault door. Most safe companies that work with banks will have real vault door options available. I just worked on a house that had a gun room in it that used a vault door that had originally been installed in a bank in Kansas in the early 1900s. The guy that installed it said that he had originally found that door in the original building that was being remodeled 35 years ago, he then sold it to another bank in Colorado and it was in that bank for the next 30 years and then he took it out of that bank and sold it to this guy for the gun room in his house.
Old Bank vault. Mechanism's are free and door hinges are good. Very, very heavy. On Casters. Make a great gun safe. Sell or trade for? Make offer. You must move.
cincinnati.craigslist.org
This was the only one I found on CL that would poss. be cost eff. IE sub $2000.