Dogs who act out may do so because they haven't been trained in how to behave or because they are suffering from separation anxiety. For dogs who have never been taught the proper way to act, it isn't too late. While it is easier to train your puppy to act properly than break already established bad habits, it isn't impossible. For dogs suffering from separation anxiety, careful desensitization and possible medication from your vet are the best cures.
Concentrate on behavior that matters. If your dog is acting out by chewing, make sure he has plenty of chew toys and you spray taste deterrent on his favorite chew spots. If he is acting out by digging holes, walk outside with him every time he goes into the yard so you can clap your hands and tell him "no" every time he starts to dig. If you stay on top of the bad behavior, he should quickly learn what you expect. Only correcting him some of the time confuses him and makes your job more difficult.
Provide plenty of exercise. Many bad behaviors, including digging, chewing and barking, can be traced back to dogs who have too much energy. Your dog needs two or more periods of exercise each day, whether they are walks or games of fetch. Letting him out into the backyard doesn't count as exercise, as few dogs will work themselves hard enough to be tired when left to their own devices. Ten or 15 minutes of rigorous exercise a few times a day will greatly improve your dog's behavior.
Correct rather than punish when your dog misbehaves. Yelling, smacking your dog and being rough with him when he misbehaves will only make him anxious around you; it is unlikely to change his behavior. Instead, interrupt him when he's misbehaving and redirect him. For example, if you catch him chewing, clap your hands, tell him "no," take the item away and hand him a chew toy. If you consistently do this, he will learn what you expect and automatically grab his toy when he is in the mood to chew.
Consider treatment for separation anxiety. If your dog acts out by digging and chewing around doorways, whining and howling when you leave and urinating in the home when left alone, he may be suffering from separation anxiety. To ease your dog's separation anxiety, leave him alone for short periods of time, confine him to a crate or other safe area while you are gone and don't make a big deal out of leaving and coming home. Your vet can also prescribe medication to ease your dog's feelings of anxiety while you work to retrain his behavior.