WordNet (r) 3.0 (2006):

last rites
    n 1: a Catholic sacrament; a priest anoints a dying person with
         oil and prays for salvation [syn: anointing of the sick,
         extreme unction, last rites]
    2: rites performed in connection with a death or burial

Moby Thesaurus II by Grady Ward, 1.0:

25 Moby Thesaurus words for "last rites":
   burial service, chrism, chrismal, chrismation, chrismatory,
   chrisom, deathwatch, dirge, eulogy, exequies, extreme unction,
   funeral oration, funeral rites, last duty, last honors,
   last offices, obsequies, ointment, requiem, requiem mass,
   sacramental anointment, sacred unction, unction, viaticum, wake