We engineered an underground lane on a residential lot in the FoCo area. I can't say for who, but many would recognize the name. Anyhoo, it was spendy, but so was the house and everything else on the project. Nothing fancy on the permit side of things.
The fellow had a big vault installed in the basement that doubled as a panic room. The shoot lane was the back door for the panic room and ran out underground to a little outbuilding that was the exit. It allowed him to have the technicians come and do maintenance on the targeting systems and whatnot without needing to access the house, and, if they had to use the panic room, could discreetly escape without being seen. The main concept was he could hang with his buddies in the big, fancy gun vault and pop off rounds whenever they wanted.