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I can understand how it's possible to design quite strong small safes. But what about big bank safes? Are the same design techniques used?

If not, why bother going through the front door? Isn't that door mostly for show? Aren't the other five sides mostly concrete and rebar? Isn't that easier to go through? Or do big safes really have thick steel on all six sides?

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Depends on design and cost. Your thinking of a vault. Vaults have a solid door (as described above) and essentially its layers of security. The other 5 sides sometimes are the weakest point, but will still take significant amounts of time to penetrate on any properly designed vault.

No point in putting an extremely expensive vault door in a room that's got just concrete and re-bar.

The other thing is to make it harder to access those other walls as opposed to the front where you can walk up to it.

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