I turned the space under what was my side door [ there's now a breezeway attached to the house above it ]into a gun safe. Lined the walls, floor, and ceiling with plywood after I painted with waterproof paint. Also had a steel entry door with a dead bolt lock and allenhead screws into the hinge pins. I know if someone really wanted to get in they could, but because it's in the basement I don't believe anyone would take a lot of time necessary to do it. All mine are stored muzzle down on a oil soaked cloth. A 100 watt lite, heat bar, and a small rechargeable moisture collecting gismo by Remington are used to try and keep it dry. Hard to do because of the concrete block walls. About all my shotguns, SxSs, were built in the 1800s so I know all about oil soaked wood.
