Aww hell yeah. If I won the lottery, I'd be very tempted to add a small, hidden underground bunker to the house I'd buy. Not for prepper reasons or anything like that, just because it'd be so cool to have.
In my youth I worked on renovating residences. There were some houses in old town (west coast usa) built in the 1890s I worked on. While trenching for a sprinkler system in the back yard we located a buried roof structure.
Turns out the house used to be an illegal speakeasy during prohibition. A whole room had been excavated and built underground and accessed through a passageway hidden by a workbench in the garage.