Absolutely! We had one once that appeared when we were building a patio. When we were working on the base we would flatten out the dirt in an area by an old staircase and the next morning it would be dug out again. Sure enough, we had a rat -- and it built tunnels underneath the staircase. This article from RatBehavior.org talks about the burrowing habits of Wild Norway rats (a.k.a. brown rats or "common" rats).