Only a small smattering of individuals attend Jay Gatsby's funeral, including a few servants, the West Egg post man, the minister overseeing the service, Owl Eyes, Nick, and most tragically, Henry Gatz, Gatsby's father.
Nick appears to be the closest person to Gatsby, although he's known him only briefly, so he takes on the responsibility of calling round to the other people he would expect to attend. When he reaches Wolfsheim, it becomes clear that the gangster would not be attending the funeral in spite of their close working relationship. Perhaps this is because Wolfsheim would prefer not to be seen as an associate of Gatsby's.
Nick also calls over to Daisy and Tom's home asking as to whether they will attend the funeral, only to be told they have left town with no forwarding address or set date to return home. It is implied that they are evading the investigation of Myrtle's death, as Daisy was the one to actually run her down in Gatsby's car.
Nick sums up the Buchanan's attitude and behavior well when he says, "they were careless people,” for they “smashed up things and creatures and then retreated back into their money or their vast carelessness, or whatever it was that kept them together, and let other people clean up the mess they had made.”
And of all the people to attend Gatsby's parties only one showed, Owl Eyes. The lack of attendance implies the transient nature of the American Dream and the valuelessness of material things. Gatsby collected things the same way most people collect friends, and in the end he was alone.