How can I get my dog to keep from digging?

I can't put my dog out for more than ten minutes without watching him or else he digs out of my back yard. He's getting in trouble with our HOA and is also getting in trouble with the neighborhood behind us. We tried refilling his holes with dirt, blocking them with cinder blocks, even putting up an electric fence but nothing is working. The only thing we can think of is to give him away, and with all the tensions he's causing, it looks like the only option. But he's a nice dog and I don't want to get rid of him.