Yeah I’m in North Texas and we just go into an inner closet.  My husband, daughter and I are human sized so it’s no problem.  Husband always says if one came through that was big enough it wouldn’t matter in what room we were in, but at least I feel like we’re at least trying.  I sure as hell wouldn’t sit there doing nothing to protect myself. Like you say, the house likely has closets or an inner bathroom but he likely doesn’t fit in them.