Some cremation urns are designed to be buried directly into the ground without fear of collapsing. Check with your local cemetery before purchasing a stone urn (or one made of cultured marble or cultured granite) designed to be used without urn burial vaults.
It’s worth noting that green cemeteries are gaining in popularity. These cemeteries have precise requirements for burial, and most require the use of eco friendly biodegradable urns. These are placed directly in the ground without a burial vault.