I recently had a contact weld/make me a safe out of 3/8" steel he picked up for me at a local site that cost half price as they were just sitting around. He used a laser cutter he has to make it. I'm sure others could make their own connections and find similiar steel sheets to have welded into a safe.
The safe weighs 900+ pounds empty, and the inside dimentions for actual storage space measure 2 feet deep, 4 feet wide and 6 feet high. He welded two brackets that mate with the door, and used blind heavy duty hinges. I have the circular locks that don't allow a pair of bolt cutters to be put to them as well.
Total cost was 300.00 delivered [ I helped get it onto the platform as it took 4 of us to move it on dolly's ]. It's not fireproof, and I'm not concerned about that. I spray painted the front and sides of the steel so it didn't look so rough after it was delivered and in place. A similiar safe of that internal storage size would cost over 1500.00.
Here's a pic of the safe in it's resting place.