yes, my dog Diesel used to do this... she would even dive to the bottom of a pool or go completely underwater in a dive in the ocean to retrieve anything I would throw, scared me the first time she did it didnt know dogs could actually dive underwater or would even want to for that matter...
Penny shoves her head into huge buckets of water even if there is nothing in there, Im still trying to work on fetching but Im sure she would do the same thing once we get that worked out.
Laurels Journey will dive to the bottom of the pool.
Several of my dogs will submerge in the pond or the lake to retrieve tossed rocks.
I have a dog right now that presents a problem in keeping his 5 gallon bucket of water fresh. Give him a chicken carcass and he will put it in the water , let it sink , pull it out , head submerged almost to ear opening, give the chicken a shake and then eat it. I call him the raccoon's offspring.
Mine like to retrieve rocks we've tossed in the creek/lake. They will submerge their heads, but not their entire body. Im gonna try the bucket, I tried a kiddie pool and they wanted nothing to do with it.