I'm thinking about getting one for our vault room  (new construction). We aren't in tornado alley, but my wife's hometown got leveled a few years back and they weren't either.

Our vault room will double as storm room and I don't like the thought of worst case scenario tornado hit and bring house down into basement blocking our way out or the rubble on fire and turning the room into a brick oven with us inside. A second way out would sure be nice, but it's also a second way in, so there's that to consider.

Only places I've seen them is Rhino Vault and Vault Pro. Not seen many reviews on either.

Anyone have a hatch? 

Smith Security offers them too.

ETA Link:

https://www.smithsecuritysafes.com/vault-doors/escape-hatch

I would rather take my chances above ground than get trapped in a fucking tomb "gun vault" room. So, yes, if I ever built one it would need more than one exit.

I would suggest getting an inward swinging door rather than an escape hatch. I always assume worst case scenario is that everything upstairs will end up in the basement, so an inward swinging door would still allow you to make your presence known if you couldnt physically climb through the debris.

I purchased my door through them. Im happy with it for the price.