Many crayfish are exclusively aquatic. This means they live all of the time in the water. However, some crayfish are semi-aquatic. Semi-aquatic crayfish live part of the time out of the water.
Because crayfish breathe with gills that must remain moist, semi-aquatic crayfish sometimes burrow into moist soils to obtain water. As they burrow, these crayfish push up the soft, mucky soil, and create chimney-like columns that are hollow in the center. These chimneys can be very strong when dried and are often used by other animals, such as snakes, for shelter.
You will most likely find crayfish burrows in soft soils near ponds and streams.