My dad used to have a side job cleaning up houses that were flood damaged, or where the owner had died and the next of kin or the estate needed everything emptied out. When I was a grade schooler I spent a weekend helping him on a job where it was the latter case. I remember being in awe at the bullet trap / range in the windowless, concrete basement. The setup was a lot more austere than this, being a 40s/50s home, and I wasn't experienced enough at the time to check to see if there was any special ventilation setup. Very cool idea though.
On a past thread about home ranges on THR, I remember another member saying that there was an indoor range at 10 Downing Street when Churchill was the PM. I've not independently verified this, but found it interesting.