What materials were used to make an air raid shelter from World War 2?

There were various types of shelter constructed.

The most popular was the Anderson shelter which consisted of curved sections of corrugated tin bolted together and half buried. The top was covered with a thick layer of earth. They were very strong but couldn't stand a direct hit.

Larger shelters were often constructed from concrete and brick though deep shelters used at military sites along the south coast were dug from the chalk cliffs and then lined with corrugated tin.

Another type of shelter (IIRC the Morrison shelter) was a steel table that you could shelter underneath indoors that would protect against falling debris.