In Naruto when the hokage dies there is the funeral episode.
There is a funeral scene in Mahoromatic too, IIRC. Might be ep 3 considering the title.
Others don't come to my mind right now, but I'll be sure to add other in new posts if I happen to remember anything else later on. =_=
Cross Game episode 1. One of my favorite anime episodes. The series is pretty good so far, too.
Rumiko Takahashi has such a diverse amount of work, it seems you can find some story of hers that has a funeral scene.
- Maison Ikkoku has at least one flashback to a funeral if I remember correctly. Not sure about the exact episode. Lots of gravesite visits though, scattered throughout the series. The first grave visit is in episode 6.
- Rumic Theater (aka. Rumiko Takahashi Anthology) has episode 4 and episode 9.
Kaleido Star episode 5 has a short flashback of a very young Sora crying in front of a grave.
It's been a really long time, but wasn't there one in Bleach?