In the book, "America's Reluctant Prince: The Life of John F. Kennedy Jr."
by Steven M. Gillon. The author was told by an agent that the Secret Service told Mrs. Kennedy during the Cuban Missile Crisis in 1962, a Defcon 2 situation, that she and her children would be put into the underground bunker of the White House if the situation got worst.
She replied, NO. She claimed when the situation arose to that level, she planed to take herself and both children to the White House lawn and face the same fate as millions of other Americans.
Admired the guts of that woman.