Joe has some paper records and printouts that he doesn't have the time or desire to digitize. So his office sports a filing cabinet—but it will be no surprise that his filing cabinet is essentially a safe.
It's Underwriters Laboratories-rated TL-30 for theft resistance, meaning it should take a burglar with a good set of drills and tools 30 minutes to break in (recalling the consultant James Atkinson's point about security using that window of time to discover the intruder and do something about it).
And it's got a UL fire-resistance rating of "Class 350 one-hour fire and impact," which means the safe can withstand being heated to 1,550 degrees for an hour and then being dropped 30 feet onto concrete rubble. (Sometimes Joe thinks he'd rather work at Underwriters Laboratories.)
Documents pertaining directly to Joe's research are most likely to be shredded on-site. Some less sensitive documents, in many cases due to records retention requirements, may be transported and stored off-site. Joe's company has a careful process involving a secure vendor and chain-of-custody documentation.