Jesus was buried for three days and three nights. During this time he set the captives free.

Ephesians 4:8-10 8 Wherefore he saith, When he ascended up on high, he led captivity captive, and gave gifts unto men.  9 (Now that he ascended, what is it but that he also descended first into the lower parts of the earth?  10 He that descended is the same also that ascended up far above all heavens, that he might fill all things.)

We identify with the burial of Jesus through baptism in his name.

Romans 6:3-5 3 Know ye not, that so many of us as were baptized into Jesus Christ were baptized into his death?  4 Therefore we are buried with him by baptism into death: that like as Christ was raised up from the dead by the glory of the Father, even so we also should walk in newness of life.  5 For if we have been planted together in the likeness of his death, we shall be also in the likeness of his resurrection:

Colossians 2:12 Buried with him in baptism, wherein also ye are risen with him through the faith of the operation of God, who hath raised him from the dead.

We are buried with Jesus in water baptism. This is what Jesus is referring to in John chapter 3 when he’s talking about being born of the water.

John 3:5 Jesus answered, Verily, verily, I say unto thee, Except a man be born of water and ofthe Spirit, he cannot enter into the kingdom of God.

Water baptism remits sin. It washes sin away. Baptism is only effective when performed in Jesus name coupled with faith.

Luke 24:47 And that repentance and remission of sins should be preached in his name among all nations, beginning at Jerusalem.

Acts 4:12 Neither is there salvation in any other: for there is none other name under heaven given among men, whereby we must be saved.

Acts 22:16 And now why tarriest thou? arise, and be baptized, and wash away thy sins, calling on the name of the Lord.

Water baptism buries the sinful life we once had. Water baptism applies the burial of Jesus to our lives.