Of course! When the !NED pin goes low, duck and cover like it's 1959.
(Fun fact: in a fairly large portion of the blast radius of a nuclear bomb, the main danger for people indoors is falling debris and broken glass from the pressure waves. Duck and cover actually works.)
Given how close to ground zero in Hiroshima and Nagasaki people actually survived just by virtue of being slightly more shielded than people around them: Yes, it'd probably at least increase your odds.
And it's not like the Indy movies aren't full of situations where his odds of survival would've been ludicrously low.
Hiding in a fridge protects from debris and direct radiative heat from the blast, both major killers. So yes, the Indiana Jones approach could help. A more practical variant, of course, is the time-honored "hide in the basement" approach, which doesn't require you to compete for space with hastily-evicted perishable food and plastic racks.