New York City's video on how to survive a nuclear attack.

[Anomalocaris]

Aside from anything else, the shock wave will follow the path of least resistance and flow along the surface of the ground. Any penetration will only occur under the blast itself, and even so the overcharge will remain largely atmospheric because earth is thicker than air, and energy seeks the easiest outlet.

Penetrator warheads are a thing, but they're not wasted on cities, they're spent on first-strike silos or underground C³I facilities.

The Russians have shown that they have no qualms about attacking and murdering innocent civilians.  Any thermonuclear weapons that they would decide to use would almost certainly be denoted 2 to 3 thousand feet above ground.  The hypersonic shockwave will be line-of-sight (how could it be otherwise?) which will directly impact buildings from the air but also impact them a second time an instant after reflecting off the ground.  

No doubt being on the ground would be an utterly horrible place to be, but being in any building within 10 km of detonation would almost certainly mean that the building one is in is going to collapse or be caught-up in the hellish firestorm that will soon follow.

As a side-note, I have faced some criticism in starting this thread, but I have read interviews of United States government scientists with PhDs in physics working in nuclear weapons research who openly speak of "how fulfilling & meaningful" their work is and "how much they love their jobs".  As for me, I think that nuclear weapons are absolutely horrible and should be forever banned by all nations, and would never accept any job supporting them, no matter how much it paid.  But, complete nuclear disarmament not yet being "practical" it's good to be prepared if we should be caught-up in the collective insanity of other human beings.

Finally, I think that the NYC emergency management video is not good advice; in my opinion, they should have never made it.

regarding having no qualms about attacking innocent civilians, the SIOP, single integrated operational plan, the plan, which governs how the United States would conduct itself in the case of a nuclear war, called for, in 1998, eight years after the end of the Cold War, hitting just central Moscow alone with over 150 nuclear warhead.   the outskirts of moscow would be hit by another 150 nuclear warheads, in the case of a nuclear war.    The 150 aimed at moscow outskirts is separate from another ~150 warheads aimed at a specific spot in moscow outskirts where the large director radar for the moscow ballistic missile defence, permitted under 1973 ABM treaty, is located.    

to summarize,  that is over 450 nuclear warhead on one single city in Russia.   150 aimed at a terminal ballistic missile defence system that is permitted only 100 interceptors, and over 300 aimed at the rest of the city.  if these 300 hits were distributed uniformly over moscow, no part of moscow will be more than 1 mile away from the nearest nuclear hypocenter. 

It looks like united states wishes to not only attack innocent civilians, but  to ensure no innocent civilians in moscow, however well hidden, had any significant chances of survival even by accident.