Sand Sculpture

One can make a mountain, a pit (encountering clay or the water table), canals, tunnels, bridges, a sculpture (representing a person, animal, etc., like a statue, or a scale model of a building), and many other things.
Tunnels large enough to enter are extremely hazardous; children have been killed when such underground chambers have collapsed under their own weight and instability, or due to the tide coming up or the structure being hit by a wave. Sometimes a dam can be built to hold back the water, or canals can be dug to contain the water.
Burying someone up to his/her neck in sand, or burying oneself, is another popular beach activity.