Correct spelling, explanation: like many words in English, bury is borrowed from the old Germanic word burien (to store below ground). The word changed graphically to suit English spelling and pronunciation standards and lost the germanic -en suffix, but the core structure of the word bury remained the same, as there was no good reason to alter it.

Definition of bury:
verb
1. to store or hide underneath something
The house was completely buried under vines and trees.
2. to put something below ground
The pirates buried the treasure on the beach for no one to find.

Idioms with bury:
1. Bury one’s head in the sand – to be a coward
Come on, it was your idea to go to a haunted house, so don’t bury your head in sand now!
2. To know where the bodies are buried – to know secrets
I have worked for this company for years, so I know where all the bodies are buried.

Incorrect spelling, explanation: burry looks believable, similar to hurry, but it does not really exist and has no meaning. Bury, on the other hand, exists and is a word of old-germanic origin (burien). It is common for borrowings to change slightly when they are adapted into English, but in this case, adding a second r was not necessary because it didn’t have any effect on pronunciation, and the language generally strives to be as simple as possible.