hi graham
i play a lot of links golf here and the bunkers are 3 to about 8 feet deep and i took a 1 hour lesson and never looked back and yes a lot of the time its out sideways, there use to be a bunker on the 9th at musselburgh back in the 50's that was 80 yards long and 16 feet deep in the middle, 7 foot deep at the lowest point and it was a good 20 feet wide, had steps down into hit and out the other side but they built a race track round the couse and moved that hole.
bill