I've read that an old microwave oven will function as a Faraday cage.
EMP is classified into one of three categories: E1 is a very fast pulse with a nanosecond scale rise time. E2 is basically a lightening strike which has a rise time measured in microseconds and milliseconds. E3 is more of a wave.. like a tsunami, it can last for minutes or hours and isn't really a "pulse".
EMP can be delivered in two formats. They are conductive (travels through a conductor) and radiative (travels through the air)
All radiative pulses eventually become conductive as soon as they couple to something that conducts.
E1 Pulse
Very few home surge protectors are fast enough to stop an E1 pulse. Most home surge protectors are response times measures in the hundreds of microseconds. Fast enough to react to a lightening strike, no where near fast enough to react to a nuclear EMP.
Thing is, even if a home surge protector was fast enough to react to an E1 pulse, there's no way for that device to stop the radiative component of the E1 spike since the E1 also travels through the air like a radio wave.
E2 Pulse
Lightening is the most common form of an E2 and most home style whole-house surge protectors can easily stop it.
E3 Pulse
The E3 is the most powerful pulse, it is also the easiest to stop since all you need to do is unplug from the grid. But don't count on a home surge protector to stop it because an E3 pulse will just burn the surge protector out.
Surge protectors don't work by opening a path to stop the conduction, just the opposite, they work by closing a path and shunting the surge to ground, which is why they are only capable of handling a limited amount of current for a limited time.
An old microwave, or a new microwave, will not protect anything from an E1 pulse. Microwave frequency wave lengths are much longer than an E1 pulse and won't stop the E1 any better than a window screen will stop water.