A bunker is an underground shelter, the kind you might build to prepare for a zombie apocalypse. (Be sure to stock up on canned food.)
If you talk about a bunker today, most people assume you mean a shelter that's used during war, like a foxhole, or a safe underground or recessed place. Golfers will think you mean an obstacle on a golf course, a depression that's filled with sand. Another kind of bunker is a compartment that's used to store fuel on large ships — the oil itself is known as bunker fuel. The original fuel bunkers held coal, but today they typically contain oil. Bunker comes from a Scottish word for "bench."