The problem with depleted uranium is the fact that it is radioactive. The United States uses tons on depleted uranium on the battlefield. At the end of the conflict, this leaves tons of radioactive material in the environment. For example, Time magazine: Balkan Dust Storm reports:
NATO aircraft rained more than 30,000 DU shells on Kosovo during the 11-week air campaign… About 10 tons of the debris were scattered across Kosovo.
Perhaps 300 tons of DU weapons were used in the first Gulf war. When it burns, DU forms a uranium-oxide smoke that is easily inhaled and that settles on the ground miles from the point of use. Once inhaled or ingested, depleted-uranium smoke can do a great deal of damage to the human body because of its radioactivity. See How Nuclear Radiation Works for details.
The Pentagon has developed tactical nuclear weapons to reach the most heavily fortified and deeply buried bunkers. The idea is to marry a small nuclear bomb with a penetrating bomb casing to create a weapon that can penetrate deep into the ground and then explode with nuclear force. The B61-11, available since 1997, is the current state of the art in the area of nuclear bunker busters.
From a practical standpoint, the advantage of a small nuclear bomb is that it can pack so much explosive force into such a small space. (See How Nuclear Bombs Work for details.) The B61-11 can carry a nuclear charge with anywhere between a 1-kiloton (1,000 tons of TNT) and a 300-kiloton yield. For comparison, the bomb used on Hiroshima had a yield of approximately 15 kilotons. The shock wave from such an intense underground explosion would cause damage deep in the earth and would presumably destroy even the most well-fortified bunker.
From an environmental and diplomatic standpoint, however, the use of the B61-11 raises a number of issues. There is no way for any known penetrating bomb to bury itself deeply enough to contain a nuclear blast. This means that the B61-11 would leave an immense crater and eject a huge amount of radioactive fallout into the air. Diplomatically, the B61-11 is problematic because it violates the international desire to eliminate the use of nuclear weapons. See FAS.org: Low-Yield Earth-Penetrating Nuclear Weapons for details.
For more information on the GBU-28, the B61-11 and depleted uranium, check out the links below.