Nuclear waste is hot stuff. As mentioned in our Future of the Environment issue, Jessie Ausubel's tungsten spheres filled with nuclear waste could produce enough heat to bury themselves into rock (though the stability of the rock below would need to be known very well before such an option could be considered). Another idea from the "rejected back in the 1970s" annals: nuclear waste that burrows into glaciers.
Place a sphere of nuclear waste in a stable ice sheet and it could melt its way down, the ice re-solidifying behind it. There are plenty of reasons this idea was rejected early -- not the least of which is that ice sheets move, a lot, so radioactive material could end up in floating in the sea as icebergs.