I think in places like Italy they discover something of that sort almost every single time they dig a hole deep enough into the ground (eg during construction).
Some decades ago, swimming in the Mediterranean off the Libyan coast, I dived to pick up what at first very-nearsighted glance (not wearing my specs in the sea) could be an amphora. At the surface it was obvious that it was an unexploded shell, which I put down very carefully then swam far away.
Not sure about developing countries like Libya decades ago, but in places like France, Germany etc. there are well-developed procedures for dealing with this sort of thing, and you should definitely contact the police if you find something like this.
Related… I believe there are many discoveries still to be made beneath the foundations of historic buildings that are too revered to excavate. To do a thorough survey of these sites would amount to taking down the buildings that sit on them, and nobody’s touching those UNESCO-grade buildings, so the secrets beneath remain undisturbed in modern times.