I've given this some thought (I'm a teenager with no life, deal with it) and I think the Netherlands would be a relative safe place. I mean, we got hundreds of castles and fortified cities with water around it. In fact, there's one a 3 minutes drive away from my house.
If it happens (Which it won't, but bare with me), I hope it happens during a re-enactment. I mean, 3 days supplies, horses for fresh meat, guns, and a fortified position! HELL YEAH!