Sandshrew is a Ground-type Pokémon that is available in the games since the First Generation. Although he uses to spend most of the time hidden underground, this Pokémon is unable to learn the 'dig' move by only leveling it up, the only way to make it learn this move is to give him a TM28 after evolving him into Sandslash.
Sandshrew learns Dig at level 30 in Pokemon X, Y, Omega Ruby, and Alpha Sapphire. It can be taught faster if you used the TM28.
Sandshew/Sandslash
At level 40 it will want to learn dig
On level 22
22 into sandslash
Groudon can learn TM28- Dig.
Camerupt can learn Dig by using the TM Dig. It cannot learn Dig by leveling up.
Nincada learns dig at level 45.
Linoone does not learn Dig by leveling up, instead it needs the TM to learn Dig.
If you level it up to level 45 you will be able to let it learn dig, but remember you'll have to delete a move to learn it.
Trapinch can learn Dig by itself at level 29 in Pokemon X and Y. In Pokemon Omega Ruby and Alpha Sapphire, it can learn Dig at level 19.
Lairon does not learn Dig naturally, however it can learn it by using the appropriate TM.