They carried his body to Canaan and buried it in the cave at Machpelah. This was the cave near Mamre in the field that Abraham bought from Ephron the Hittite. Abraham bought that cave to use as a burial place.
Later their bodies were moved to Shechem. They were put in a grave there. (It was the same grave that Abraham had bought in Shechem from the sons of Hamor. He paid them with silver.)