They rarely, if ever, go off on their own. Modern explosives (and WW2 era explosives qualify as quite modern) are pretty inert and safe to handle. The fuses and cases are designed to be robust and safe to abuse - after all, they have to be transported in rough conditions, thrown about in a hurry, mounted and dismounted. A fuse has to do a lot of things to get the main charge to detonate.
The main danger is that the fuse is damaged by rust and erosion, and not all fuses were designed to be fail-safe. Such a damaged fuse can then activate on being tampered or moved. But a burrowed, undiscovered bomb going off on its own, I don't think such a thing ever happened.
