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.