The tradition to bury the dead is said to be a difference between man and animal. The traditions differ over the millennia, there are burial hills, mass graves, cave graves, burial caves and much more. But to place the dead underground is a really common thing. Here on this site are numerous (natural) caves where remains of our dead ancestors were found.
But the most important cave burials, at least from the art historic view, are the artificial cave tombs. Where people had no natural caves, or probably where the fertile ground was too valuable to use it for a burial, they started to cut chambers out of cliff faces and use them as tombs.
The caves were often created with some craftsmanship, showing facades, looking like the houses of the living or much more. Others tried to hide, all the fantastic architecture was undergroud, which was intended to be a protection of the valuable burial objects.
There are virtually millions of such tombs all over the world. Most of them obviously in the old civilizations of Europe, Asia, India, Egypt and Mesoamerica. Of course there are other places, but this are the hotspots.
It is absolutely impossible to list all thoes place, so we concentrate on the most interesting tourist destinations. And there is another reason to do this: not developed sites are both, graves and archaeological sites. So please do not try to visit any of those cave graves just on your own.