For an outdoor cellar, the prices vary widely based on where you are and the site etc. I had a room like that built off the back of my house and it cost a couple grand. But it was part of a bigger project, backhoe already on-site, etc.
Here is a thread with various experiences, looks like 3-4 grand is the price range based on what these folks were doing.
My outdoor room is not completely sealed so the temperature fluctuates too much. I have an indoor room as well which I hope to make the fruit room one day, doing something like what TFB suggests. Its not to hard to get a small fan and two thermostats to heat/cool: put one thermostat on the outside that switches the fan off when the temp is too high, put one on the inside which switches off when temp too low, then wire both switches in series. The room will then cool when it needs cool and there is cool to be had from outside.
For the indoor room I used two layers of the thickest foam insulation and I took an insulated door and also put the foam on the inside of the door. The door ends up being the weak link, make sure it is well-insulated. Also the ceiling should be insulated as thickly as the walls.