A burial vault is a sturdy construction of concrete, metal, hard plastic or some other very-slow-to-degrade material that is inserted into a grave before a casket and intended to provide support for the casket, protecting it from decades or even centuries from encroaching elements. Burial vaults are complete enclosures whereas their close cousins are called burial liners. Liners are made of the same materials as vaults, but they do not have a bottom wall. The casket they are intended to protect simply lies upon bare ground and the other three walls are inserted around it.
The main purpose of a burial vault is to protect the ground above it from caving in around a casket, leaving unsightly sinkholes throughout a cemetery. This video will help clarify many of your questions about a burial vault, but if you have additional questions do not hesitate to ask your funeral director.