There are 2 types of mines: open pit and underground (tunnels, etc). Open pit: they dynamite certain areas, then get big trucks to haul the rubble. They keep going until all of the minerals have been extracted. Example: nickel mines in Cuba. IMO, not very dangerous as long as safety precautions are followed. There is some risk that the walls of the open pit mine might collapse.
Underground: this is the type of mining with real danger. Anytime you hear of a mining incident, it's likely to be underground. They do take a LOT of precautions which is why modern mining is a lot safer compared to 80 years ago. The ever present danger is collapse of the tunnel or formation.