It's like surviving any kind of disaster: You need the mindset that you will survive, instead of staying unprepared because you are too fearful to plan for disaster.

The whole country of Switzerland is protected by law. Everybody has shelter that will withstand a 12 megaton strike at a distance of only 700 meters. Very few warheads are that large.

https://en.wikipedia.org/wiki/Fallout_shelter#Switzerland

A few other countries, mainly in northern Europe, have lower-quality shelter. Impoverished countries have an excuse, plus they tend to not be targets. The rest of us are being irresponsible.