Grave Robber is one of the earliest myths in Grand Theft Auto: San Andreas. Due to how vague the myth in question is, many versions exist, in many different places. These may or may not be related to each other.
In the Vinewood Cemetery, there are multiple clues that hint towards the existence of a grave robber. Multiple graves in the area are reported to have been tampered with, including a well know grave to the north of the cemetery (which has a transparent opening), has a hole visible underneath. In a mausoleum in the west of the cemetery, many coffins are cracked open. It appears someone, perhaps the grave robber, set up residence in the area as there are pizza boxes, chairs and even a TV set strewn around the graveyard. This is a reference to the TV Show Buffy The Vampire Slayer.
In Palomino Creek, there is a small graveyard consisting of a few tombstones and a large coffin in the center. While seemingly innocent, observant players eventually found out that the coffin has been cracked open, and at night, an ominous green light will shine through. It is not uncommon for NPC pedestrians to walk in and out of the graveyard, but it is unlikely that these pedestrians have any ulterior motives. A shovel spawns in this area, which leads lots of credibility to the existence of a grave robber.
Inside the Ghost Town graveyard, there are exactly six tombstones. While this is no indication of a grave robber, the Mass Grave is located only a few paces to the east and also contains six body bags. One of the tombstones is also decorated with a bouquet of flowers, despite the town being at least a century old and any flowers placed then would have been decayed. The grave that was dug for Jimmy Hernandez in the mission High Noon has also been dug up, and Jimmy's body is absent. All of these seem to imply that the Ghost Town is visited by a grave robber, and his last crime took place within the events of GTA San Andreas.