Did you know there’s a word for live burial? Vivisepulture. Back in the Victorian era, this fear was so common that people would rig breathing tubes and bells in their coffins so they could alert others to the fact that they were buried alive.
Books:

“The Premature Burial” by Edgar Allan Poe isn’t a novel, but I’m including it because Poe wrote a number of short stories involving his fear of being buried alive, including “Berenice,” “The Cask of Amontillado,” “The Fall of the House of Usher,” and “The Black Cat.”

In Unbury Carol by Josh Malerman, Carol isn’t exactly afraid of being buried alive, because she’s confided her condition (she occasionally slips into a coma) to two men: her husband Dwight, and her best friend John. But now John is dead, and Dwight has an opportunity to get at his wife’s fortune.
Movies:

The Vanishing (1988) is a thriller about a man searching for his girlfriend who went missing at a gas station. Eventually he tracks down someone who claims to know what happened to her, but he’ll only reveal what happened by forcing the man to undergo the same fate (you can take a wild guess at what happened to her by the name of this list). There was an America remake starring Kiefer Sutherland, Jeff Bridges, and Sandra Bullock.

Buried Alive (1990) features a man whose wife buries him alive, and his escape and plot for vengeance.

Buried (2010) stars Ryan Reynolds, and takes place almost entirely within the confines of the coffin in which he’s buried alive. Considering that the only breaks are flashbacks, this movie is pretty darn effective.
Are you worried about being buried alive?