Each tile of tunnel you dig will collapse with time. Normally in a day of game time.
All tunnels will collapse eventually, but in order to make them last longer, you can place either of the following:
4x boards to support a single block (called "Reinforce Tunnel" in the context menu)
2x building logs as a supporting beam that will provide stability for a 3x3 area (called "Construct Supporting Column" in the context menu).