Dogs dig holes for a lot of different reasons. Sometimes they just don't know what to do with all of the energy they have, so they engage in digging and other potentially destructive behaviors as a means of attempting to entertain themselves. At other times, they dig so they can bury something that they want to come back to later. In some cases, they might be trying to get to something like a rabbit's den. Sometimes, dogs will dig because they are frustrated or because they are trying to get under the fence. It would even be fair to say that dogs dig holes for an infinite number of reasons, many of them as unique as the personality of the dog in question. The key is to find out why your dog is digging and then work to find a solution from there.