ozarks bum:

I was considering coupling two of these together, the longer ones I reckon are about 40′, as a getaway. They are being touted as cheap and effective housing for those who lose their homes (huts, really) during tsunamis, cyclones, etc., in the Pacific. I recall a 40′ weighing somewhere in the neighborhood of 7,000 or so pounds, and cost is between 4 and 6K not counting delivery, which has to be by roll off unless you have a very large crane to place it where you want.
It would be very effective as a tornado shelter, but due to the doors, you would have to bury into a hill unless you plotted to cut through the ceiling for access and bury it to the roof. In addition, you will have to do some modifications to the door mechanism, as they are meant to very strongly shut from the outside.
Yahoo or google "ocean going shipping containers" and you will get more of an thought about them. I recall they were in three lengths, a bit over 8′ high and 8′ wide interior. Of course, smaller ones, 20′, weigh less and perhaps cost less. You are seeing them more and more behind hardware stores, pharmacies, etc., as you drive around medium to larger towns. They use them for storage since they are so secure, especially with a case hardened lock.
You would also need to assure at least a bit of ventilation capability, just in case you had to use it and it got covered by something heavy, and tell all your neighbors where to look if a tornado happens to wander by and you aren’t located soon after. I heard of a vent being cut by torch high on a door, then hinged and a tight fitting door mounted inside with a slide lock, as a suggestion for what you want to do. I would not worry about pressure of dirt from sides, but would, as suggested by another, bury it no higher than the roof level (I would vent at top and leave about a foot or so protruding above ground level. Even the roof will withstand a tremendous amount of weight, but the deeper it is the harder it is to access.
Finally, I recently saw a school bus body buried as a tornado shelter, but it was on one of those redneck messages you see from time to time making fun of someone’s innovation-without-care-how-others see it.

ed:

I used to work in the containter industry and those things will take a beating and still look pretty excellent. I reckon it might work. I’ve seen people that lived in them, and they had no complaints, and they weren’t homeless.

David W:

They are being used all the time in Iraq as bomb shelters. There, they get reinforced to take extra load of sandbags on the roof, but for a tornado shelter that shouldn’t be necessary

Don:

I reckon it is plenty strong enough, but would recommend using automotive undercoating as a rust inhibitor on the exterior.