Would depend on whose funeral, where it was, what the job was, how much they were paying me, how long I had planned to have the job for, how much money I have saved up, etc.
I would only risk the job at hand in such a situation if the funeral was for a family member or friend, I don't think I would for the funeral of the friend of a friend or family of a friend, since I find funerals to be very personal things, and I feel awkward and out of place if I feel no connection to the person who has died, and I feel like I'm intruding on other peoples' mourning. But that's just me, it's your decision.
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I would only risk the job at hand in such a situation if the funeral was for a family member or friend, I don't think I would for the funeral of the friend of a friend or family of a friend, since I find funerals to be very personal things, and I feel awkward and out of place if I feel no connection to the person who has died, and I feel like I'm intruding on other peoples' mourning. But that's just me, it's your decision.