I found out no state requires a vault, but local ordinances may, and almost all cemeteries require a cave-in proofing, like a grave liner or a vault.
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A grave liner is simply an unpainted concrete box, or a set of unpainted concrete slabs which, when put together, surround the casket in the grave. It is not intended to demonstrate any sealed protection at all to the casket and the remains. It is merely an outer container which will satisfy most cemetery requirements. A burial vault, by definition, is a sealed container which will afford some protection to the casket.
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Evidently that NJ cemetery doesn't.