A Bunker is one of the best places to hold off in a Zombie Apocalypse.
During the Cold War, numerous bunkers were built throughout the United States to house and secure VIPs, government officials, and military hardware and personnel. They were built with strong metal and concrete walls and sometimes impenetrable doors to keep out radiation from fallout and any other kind of chemical or biological hazard that may be in the air. Depending on the scale and type of bunker you are in, there may be dormitories, kitchens, cafeterias, medical facilities, and even armories. Several underground bunkers in the United States capital contain equipment that send short wave transmission to possibly call for help or to warn the world of any possible threats.
Unfortunately, by their very nature bunkers are very hard to get into without codes, keys, or proper authorization. In some older bunkers, the doors may be permanently locked. In addition, if someone is already occupying the bunker it could be virtually impossible to gain entrance without the permission of the inhabitants. Likewise, when a party is hunkered down, they can not replenish resources such as food and water as they consume them. Holding off at a bunker gives a high short term survivability to your group, but may not be a permanent solution.
As a benefit, if you manage to farm you can produce food and only have to worry about water. Also, assuming you have enough supplies, you can wait a decade or two and all infected (besides survivors who survived for a period of time before turned) will have all decomposed.
Types of Bunkers
As the name implies, Storm Shelters were built to withstand powerful storms and to keep the inhabitants safe. However these are not always able to survive an everlasting barrage of the undead. But they do provide supplies and protection. So they provide limited protection from the undead. But exits are limited so be sure to think of a escape route in case of the undead breaking in.
VIPs and doomsday fanatics alike may have made simple to extravagant bunkers on their property "in case of emergency".
These Cold War bunkers were built mostly in the 1960's and designed to limit their civilian inhabitants' exposure to the gamma radiation and shockwave of a nuclear weapon. Relatively common, they might serve well in a zombie situation. However, many have not been maintained in the forty years since they were built and were never designed for long term occupation, leaving the occupants to chose between starvation and zombies.
Housed in some of the most defended areas on Earth, Government bunkers were designed to protect Government officials from everything. However, unless you are a government official, you are not 'elite' enough to gain entrance.
There are also emergency shelters for civilians. But limited space on the outside resulting in squatter camps with poor living conditions as well as a growingly irritable military presence with little knowledge of maintaining the law without upsetting an emotionally unstable population often results in a breakdown of order.