Do not always assume that someone died near where they are buried. It is very possible that they died while travelling or living a distance away with a relative and were returned "home" for burial.
That death certificate or death record may be several states away. I recently located a man who lived the last few years of his life in California, but had spent the previous thirty years in Nebraska. Nebraska is where he was buried, but California is where he died and where his death certificate was filed.