They usually don't dig laterally and then up. Most of the time they dig down and then make a right turn and either a spiral or a chamber down there. My adults went 15' down. If you start a burrow for them in the right spot in your yard they may take a liking to it and continue it for you. Just remember that in most of the US, you will have to fill it in and keep them above ground in heated enclosures for fall, winter, and early spring.