Israeli here, we spent large portions (basically every night there was an alarm due to Iraqi missiles heading toward Israel) of the first Gulf War in specially prepared room(masking tape on the windows, wet towel under the door) wearing gas masks. Children and babies had more elborate solutions to "protect" us.
In the Iraq War we were handed out gas masks again, no alarms that time though.
I still have(probably expired by now) gas mask somewhere.