This is a pretty good summary of the issues with nukes in real life, as well as other physically destructive weapons.
As has been said, we're kind of veering off topic about bomb shelters. However, I wanted to offer one more point. It's a very controversial topic, but it's also very true for real life considerations.
Notice that nuclear weapons were considered to be a major concern by the general public due to their obvious and physical nature. The governments have played up this factor. However, how would you go about weakening or eliminating an enemy without damaging the physical infrastructure so that you can move in afterwards and have minimal rebuilding and lack of resources issues?
Well, various governments answered this question in the latter half of the twentieth century by focusing research on biological weapons. The solution was to use some type of virus to weaken or wipe out enemies but immunize troops. It is based on actual history, of course. Examples include the devastation wrought by Europeans trading with Native Americans and transferring diseases such as small pox which the Native Americans had no immunity to. This happened unintentionally and probably caused far more deaths than any military confrontations. Places such as Fort Detrick in Maryland
http://www.detrick.army.mil/ were an important center for such research during the late twentieth century (and in some ways still are, although the official stance today is that biological research is for health care and defense). This became an extremely divisive topic in the scientific community. It is portrayed very well in mass media such as Michael Chrighton's "The Andromeda Strain" and Robin Cook's "Outbreak."
I'm sure that Firaxis deliberately avoided including any such option in Civilization in order to avoid the enormous controversy that would result if it was there. Today, it is more likely that artificially engineered organisms would be considered, perhaps even nanotechnology products that are inorganic but function in a way that is dangerous or deadly to humans. Think about where bioengineering and nanotechnology can take us. It isn't all creative and positive because we can choose to use such tools in a destructive way.
Okay, enough of my off topic post.