Source : Webster's Revised Unabridged Dictionary (1913)

Cyclone cellar \Cyclone cellar\ or pit \pit\ .
   A cellar or excavation used for refuge from a cyclone, or
   tornado. [Middle U. S.]

Source : WordNet®

cyclone cellar
     n : an underground shelter where you can go until a storm passes
         [syn: {storm cellar}, {tornado cellar}]