In Macbeth, where was King Duncan's funeral held? Was it mentioned?
As noted above, Duncan's burial, if not funeral, is mentioned. He is buried in Colme-kill. It is worth noting that while Duncan's funeral itself is not described, signs and portents of the world being out of alignment because of the murder are. Not only is the midday sky unnaturally dark with clouds, Ross speaks with an old man who says he saw an owl, which usually kills mice, attack and kill a falcon. Ross then tells of Duncan's horses going wild, refusing to obey, and breaking out of their stalls, as if they would make war on humans. The old man repeats a rumor he has heard:
'Tis said they [the horses] eat each other.
Ross confirms this is true:
They did so, to th' amazement of mine eyes.
With the murdered body of the rightful king buried on an off-shore island, nature itself is revealing multiple signs of the chaos that is about to descend on Scotland. To Shakespeare, showing that regicide is a fundamental assault on the ordered chain of being is more important to the plot than Duncan's funeral, adding to the dark, creepy sense of foreboding the crime creates.
Check the following piece of conversation between Ross and Macduff in act 2 scene 4 and you will find your answer:
Ross: Where is Duncan's body?
Macduff: Carried to Colme-kill,
The sacred storehouse of his predecessors
And guardian of their bones.
Colme-kill was the island of Iona, one of the Western Isles which was the burial--'sacred storehouse'--of former kings of Scotland. Duncan's body was carried to the place for burial which, according to Holinshed's Chronicles, took place in 1046. Even when Duncan's burial was underway, Macbeth had been to Scone for the ceremony of his enthronement.