Well, as matter of fact, the Concord Militia did bury it's guns. Oh, not their muskets or other small arms, but rather their cannon, the main target of the Gage's Lobsterbacks. This is one of them:
It's on a new mount of course, not the first new one either. The Regulars burned the first one, but the cannon itself was laid in a furrow on the Barret farm, not far from the North Bridge, and then plowed under by the next pass of the plow. In fact it is said that the plowman was still in the field, plowing away, when the Regulars passed by after crossing the bridge on their way to search the farmstead. :)
This photo gives a better hint at the size of that 3 pounder brass cannon.
But that said, the Colonials dug the cannon up as soon as the Regulars had retreated, and put it to its intended use latter in the conflict that started that day.