The jury is out on whether every finite sequence of digits is contained in pi.
However, there are a multitude of real numbers that contain every finite sequence of digits when written in base 10. Here's one, which is defined by concatenating the digits of every non-negative integer in increasing order. It looks like this:
fun fact, "most" real numbers have this property. If you were to mark each one on a number line, you'd fill the whole line out. Numbers that don't have this property are vanishingly rare.