I THINK you are mistaking "safe" rooms in the home for safe or arms rooms.
A "safe" room is a room in the home designated for a location for family members to go to in the event of something like a home invasion. It usually has phone line, weapons, door locks (maybe even a solid core door), maybe even body armor under the bed (Mas Ayoob has advocated keeping some old body armor handy in the "safe" room).
If you mean safe rooms, as in some sort of arms room, there are some options on the market, such as the following:
http://www.hiddensafes.com
Other companies sell vault doors to install on hardened arms rooms.