From The Raw Story which quotes a Newsweek blog contributor:

Ever wonder about that secure, undisclosed location where Dick Cheney secreted himself after the 9/11 attacks? Joe Biden reveals the bunker-like room is at the Naval Observatory in Washington, where Cheney lived for eight years and which is now home to Biden. The veep related the story to his head-table dinner mates when he filled in for President Obama at the Gridiron Club earlier this year. He said the young naval officer giving him a tour of the residence showed him the hideaway, which is behind a massive steel door secured by an elaborate lock with a narrow connecting hallway lined with shelves filled with communications equipment. The officer explained that when Cheney was in lock down, this was where his most trusted aides were stationed, an image that Biden conveyed in a way that suggested we shouldn’t be surprised that the policies that emerged were off the wall.