I suggest you clean out a closet. Have a yard sale, consolidate or give it all to Goodwill. Turn the closet into a safe. Two options:

1) If you just want to keep honest folk and kids out, then pull sheet rock off the inside, install chicken wire or other barrier to create a little discomfort in trying to access through the wall then put up new rock. Install a new 16 ga metal door with a grade 1 commercial lock and install a latch guard. This should be sufficient.

2) If you want something more like a safe, then take the inside rock off, line all the studs with at least 1/4" steel plates and maybe put a few strips of stainless across them, then put up a layer or two of 5/8" fire rated rock. Don't forget to line the ceiling and floor with steel. Get a 3/8" steel channel frame and secure to a reinforced header and jamb studs and then hang a vault door on it. That should suffice.

Add a small air vent and return to help keep the temp and humidity right or at least put dryers in there.