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There were of course purpose-built air raid shelters in World War Two. Best known examples are Anderson shelters, Morrison shelters and custom-built public shelters. Additionally, though, individuals and local authorities were quick to recognise existing spaces that would be safe from bombs during air-raids.
Such spaces very much depended on what was available in the locality. The platforms of stations on the London Underground are probably best known - see the London Underground shelters page - but I also know of caves that were formally kitted out as shelters, as were spaces hollowed out of hillsides.
Our first air raid shelters were the cellars at the local pub which were set up with beds and bunks for anyone's use. (This was The Cambridge, Edmonton.)
Under the staircase was considered to be the strongest structure in a house, and I well remember the excitement of taking shelter there. I sat in this small space with mother, father and younger brother who was then only a baby. Of course I didn't realise the huge dangers at the time, and was almost disappointed when the all-clear sounded, allowing us all to return to bed. Later our Morrison shelter arrived.
Cardiff Castle must be typical of castles where the corridors and rooms under the battlements were taken over as public air-raid shelters. Cardiff Castle is particularly impressive and some of the items from the time have been kept in place as showpieces of what air-raid shelters in Britain were like in World War Two.
The castle shelter must have given refuge to hundreds of people.