The Etiquette of a Funeral Procession
you're not sure of the laws in your area, you'll be safest if you keep these points in mind when you encounter a funeral procession.
Yield to a funeral procession. Cars in the procession should have their headlights on, and often a flag on the hood as well. The final car in the procession usually has two or more flags, plus flashing hazard lights.
Once the lead car in the procession appropriately goes through a traffic light or stop sign, the entire procession is typically allowed to follow. Yield the right-of-way until the entire procession is through the intersection.
Never join a funeral procession by tagging onto the end or cutting into the middle of one.
If you're driving on a highway, don't pass a funeral procession on the right.
Funeral processions will yield to emergency vehicles and the directions of a police officer.
Why are funeral processions given special treatment to begin with? Tradition.
http://people.howstuffworks.com/do-have-to-pull-over-for-funeral-procession.htm
I live in an area (NW Florida) where people STOP on the other side of a highway for a funeral procession. STOP - I tell you - STOP!! The reason for my yelling is my wife and I were almost killed when we were tooling along on a 4 lane divided highway, turned a bend and saw two lanes - on our side of the highway- stopped dead (pun intended) on the road to honor a funeral procession ON THE OTHER FUCKIN' SIDE. Brakes, screeching wheels, heart stopping and inches from slamming into the back-end of another car. I was not happy.