A canine mother might bury her puppies for various reasons and although they don't intend to leave you in shock, they probably will. If they are actually burying the puppies, meaning with dirt in the back of the house, then this is likely because the dog is either very sick and weak and will not likely survive or they were born still. This is common in canines as well as thousands of other species. This may not have been the answer your looking for though, as they will often bury perfectly healthy babies under blankets or on occasion in the brush outdoors just depending on where the mother feels most at home. This is a different behavior called 'denning'.
The Root of the Behavior
Denning is far more common and far more adorable of the two. It is rooted back into thousands of years of canine history. A canine, regardless of age or gender, would likely have a spot dug out for them to take shelter. This afforded them protection against predators, temperature extremes, and storm cycles. When a mother would be about to have a litter, they would typically retreat back into this den and this area is where the puppies would spend the first few weeks of their life. Puppies born still would be taken out of the den and buried. Puppies that were unhealthy or weak would either be eaten or buried like their still counter-part.
This denning behavior is still very much active in canines today, even after thousands of years of human companionship. This is why they take over a favorite blanket or pillow. Why they hide their bones and have a place to go to when they want to hide around the home. Why some dogs run to their kennel every time the vacuum comes on. In truth, this natural process dictates a lot of how your dog behaves around the home. The den provides them a degree of perceived safety and a place they can de-stress and get some sleep. It provides a place for them to protect their young and collect their favorite things.
However, this all is still the brighter side of the potential reasons your dog is burying puppies. Mother canines can reject their puppies for a variety of reasons and then try and bury them away from the other puppies in their litter. Even something as subtle as the puppy being too hot or cold can cause the mother to reject the pup. It could be an indication something is wrong with the puppy or the mother herself. If she is not producing healthy milk she may bury her young expecting them not to survive. This is why it is vital to visit your vet right after the delivery.
Encouraging the Behavior
If they are trying to bury their young and your goal is to keep the young alive, unfortunately, you have very few choices. Once the mother has rejected her young she will not usually begin to care for them again. This means all nutrition and bowel stimulation is going to have to come from you for the next couple weeks. Leaving the rejected puppy in the nest with the mother could risk the health of that puppy, apart from just neglecting them and their nutrition, the mother may attempt to kill the pup herself. Addressing the potential medical issue with the pup and the mother may help return them to a normal state, but if the puppy remains unhealthy or weak the mother will not likely take them back. At least not during the original phases of feeding and nurturing. This is instinctual behavior, mankind did not previously intervene in this process either as weak dogs were not wanted or kept until the last couple hundred years when we have had the medical knowledge and proficiency to keep them healthy as well as a human companion that would want the runt of a litter. Addressing behaviors like this can be quite challenging.