Large bodies of water, mine shafts or just holes in the ground. Just a few meters below the ground temperatures are effectively constant, barely effected by weather. Ocean temperatures are similiarly stable.

Of course you can't start digging while dying of heat stroke and you can't crowd people into any places (people are great space heaters). With education about proper measures a few days should be survivable for rural populations. In cities you just need air conditioning, there's no other viable way to cool large amounts of people.