I first thought of Monaco, a heist game in which one character, The Mole, can dig through walls.

I then thought of Broforce, a retro side-scrolling shooter, where almost all the terrain is destructible, and so if you don't fancy climbing the enemy's walls, or navigating some subterranean passages, you can usually just blast your way straight through. Indeed, there are some levels which i can only complete by digging a tunnel under the entire map, avoiding both the enemies on the surface, and the constant aerial bombardment which is raining down on it.