We have a little safe for things like passports. I try to scan any other documents so I don't rely on paper copies. We don't have really valuable items that need secure storage.
I've never used a bank deposit box, but I've seen plenty of movies where they get robbed. Have you seen the ones at Harrods? The biggest ones are walk-in.
No, I haven't seen those. I don't have one myself either. I don't think I would ever consider getting one. I just don't have anything that valuable.