Maybe an electric fence within your fenced yard, around the trouble areas?
Here's one I saw online at PetCo, says it's good against digging:
Havahart Above Ground Electric Fence Kit
Shop All Products By Havahart
* Creates both a physical and psychological barrier for pets
* Ideal for use to keep pets in or bothersome pests out
* Electric fence provides a mild memorable correction and solves many escape problems like digging or jumping over fences
* Use around your garden or landscaping perimeters to keep small animals out
* Includes 100 feet of wire
http://www.petco.com/product/105495...381-DE11-B7F3-0019B9C043EB&
mr:referralID=NA
Kinda like a Visa commercial...the cost of electric fence - $65, the cost of peace of mind - priceless!
Maybe use it for a little while so they get the idea then remove it once they get the picture