Yes but they survive

[SPOILERS] This scene is very graphic - we see dirt falling onto the victim's chest and face as he struggles to keep speaking and eventually suffocates. Near the end of the film, you'll see one main character leading the other on a leash like a dog; the live burial happens right after that.

Multiple episodes deal with a character being buried alive in various forms

It is extremely easy to accidentally bury oneself while mining, if you aren't careful. Practice safe mining and never dig straight up and you should be fine.

Spoiler for later seasons: It technically didn't happen but Dean was going to bury himself alive in a box at the bottom of the ocean - he at the time would have been kept alive, possibly forever, by the angel Michael. He has a long dream about being trapped in the box that shows his fear

In Season 2 Episode 1, a character is forcibly buried alive. It's shown that she is scared and resisting. She is rescued and survives unhurt, but not before being completely buried. Additionally, in season 2 episode 10, there is an entire building that sinks beneath the sand with multiple characters trapped inside it. Most escape but two are left inside & implied buried forever.

Characters sink in quicksand, but survive.

season one episode two: very minor characters are buried alive while in an induced coma

There's a scene where two kids are sinking into a silo full of grain

In season 4 a character is placed in a coffin overnight, but they aren't buried

As a tunnel is collapsing, one of the protagonists gets buried under the rubble momentarily before being found and rescued.

A whole group of people is buried in S4E7, but they escape in the end (after more than a week)

Someone is locked in an iron maiden (metal casket) and thrown to the bottom of the ocean.

Beatrix is buried alive in the beginning of the film.

This is a theme throughout the show. Characters are seen being buried, one is seen struggling to get out (we can see their hand). Characters describe what they imagine it to feel like.

S2E15 someone threatens it, but it doesn’t happen.

A character is buried alive after being presumed dead but it only shows her waking up and leaving.

There is a scene where a woman gets buried alive in cult, but it is a dream

A character ends up in a safe at the bottom of a river whilst alive.

An unknown number of soldiers presumably die in a large avalanche. The main characters are buried under the snow briefly but survive.

In Tallstar's Revenge, Talltail's father, Sandgorse and Leafshine, who died before the story begins die to a tunnel collapsing. It's also hinted that this happened various times before which led to the closure of the tunnels.

Jane Doe's body is found buried and they later refer to her as alive

Someone is tricked into being trapped in a tomb sealed with brick as well as a woman being immortal and trapped underground for centuries

Jin Ling gets buried alive but he is rescued before actually dying

The last few minutes of episode 14, season 3.

In some backstory of Part 5, it is revealed that the main villain buried his biological mother below his room in a church.

Gob’s magic trick goes wrong and he falls in a grave hole

Characters occasionally bury themselves alive for various reasons -- to promote their restaurant, to prevent themselves from laughing, etc.

Two characters are buried as part of a special ritual where they speak to the dead, they're later seen gasping as they stand up again.