The animal that buries their dead is Elephants.
Elephants are known to bury their dead and also remain with the dead elephant body for some time.
Elephants may also cry and exhibit other behaviors that are similar to humans mourning the dead.
Other animals that bury their dead are Chimpanzees, ants and termites and sometimes dogs.
Chimpanzees have been observed covering up the bodies of dead troop members with leaves and branches.
Termites also tend to burying their dead or removing them from their colony.
Ants also sometimes bury their dead and bury any dead ants they find including ants from other colonies.
Worker ants are also genetically programmed to remove dead and sick animals and ants from the nest.
Some rats, mice and even beavers bury their dead.
Foxes and even badgers sometimes will also bury their dead.