Depends upon a lot of variables in the construction. Most new banks have set-in-place panels that have flanges welded together. The vault is certainly not air nor water tight. This is done so it can be build at a factory and then moved by truck and put together. Typically 7 - 9 inches thick of high pressure concrete with lots of rebar and oriented strands of metal inside. In an emergency, like when the vault door breaks, you can core a 16 inch hole through the side wall and crawl through to disassemble the door. Problem is, the core drill takes about 16 hours. You are long since nuked.
My old bank had a poured-in-place vault retro fit to an existing building. It was 18 inches thick. Less rebar and weaker concrete but just as difficult to get through. It was, however, water and air tight.
Most folks have watched too many old western movies and think the door can be cut, drilled or blown open. Well 9 to 15 inches of steel is quite a heat sink. No amount of heat is cutting or blowing through the door. Just ain't gonna happen. You can open SOME from the inside, others take tools. Doors are designed with a safety that SHOULD prevent someone from being locked inside, but it sure as the world can happen.
All that being said, on two separate occasions we have herded the employees and customers into the vault when the tornado sirens were sounding in the street and the police were using their PA to tell people to get into a strong structure, the storm was imminent. No wind storm will blow down a bank vault.
Bottom line is that unless you are at the bank when the balloon goes up, you are not going to be using a bank vault as a bunker.
