I am not actually particularly interested in this story, but I am pretty sure that I found it in the same book that contained the other story I asked about here: Short story about a doctor who can hook up his pain center to patients' *. I am hoping that if somebody can identify this story, that may lead me to that one.
This story opened in a shopping mall in Washington, D.C. The contractor who built and owns the mall is standing there, an unlikely figure in a Sex Pistols T-shirt. He selects some of the people there and tells them that there is going to be a nuclear war that weekend, but that he has a bomb shelter constructed and ready. The people line up, throw away any illegal items they are carrying, and then head down into the shelter.
Living in the shelter, the owner repeatedly threatens to kill people who disobey his rules, although it's not clear whether he is ever serious. (One of his rules is nobody is supposed to play or sing any music by the Beatles, although "Live and Let Die" turns out to be allowed.) There are various interactions among the shelter dwellers. Two people become romantically involved. And there is a nuclear war up above.
Eventually, the radiation outside has subsided enough that the occupants can go out in suits. Then they break into the President's own bomb shelter, which was apparently built by the same contractor. They sabotage the shelter and the occupants' suits, to punish them for failing to prevent the nuclear war.
I think the title, which refers to this last incident, was something like, "A Message to the President."
*I am pretty sure that one of the other stories in the collection was not SF, although I remember a bit about it as well: It tells about a couple having sex for the first time. Afterwards, they share there biggest secrets with one-another. The man says that he looked at his younger sister naked when he was a teenager. The woman says that her father shot President Kennedy.