Rachel Entwistle, 27, and 9-month-old Lillian were memorialized in the same Roman Catholic church where the baby was baptized less than two months earlier. A single wooden casket contained the remains of both mother and daughter.
They were found shot to death Jan. 22 in a bed in their home in the Boston suburb of Hopkinton.
Massachusetts authorities recently questioned the woman's British-born husband, Neil Entwistle, in London as a "person of interest," but they have not labeled him a suspect. It was unclear whether Entwistle left the country before or after the shootings.
Middlesex District Attorney Martha Coakley issued a statement Tuesday saying the investigation remained "very active."
"Authorities continue to follow up on a number of leads on several different fronts, and are making consistent progress," she said.
On Tuesday, Entwistle left his parents' home in Worksop, north of London, for an unknown destination. It was the first time he emerged in front of reporters since he arrived in England, says Christina Hager of CBS station WBZ-TV in Boston. Entwistle ignored reporters' questions as he and his parents drove away.
He's believed to still be in England, Hager reports.
A few hundred people paid their respects at a wake Tuesday evening in Rachel's hometown of Kingston, Mass. Media were turned away from the funeral home but gathered nearby, across a busy road.
Massachusetts authorities have been in contact with their counterparts in the United Kingdom as to Entwistle's whereabouts, Coakley added.
Entwistle went to the U.S. Embassy in London on Friday to meet with Massachusetts investigators. Police said they drove him to the embassy from his parents' home, but it was unclear what information, if any, Entwistle provided to investigators. There were .
In Hopkinton, Police Chief Tom Irvin defended his officers, who did not look under blankets on a bed for the bodies of the mother and baby when they conducted a well-being check Jan. 21. It wasn't until a day later, after family and friends also had gone into the home that police checked the house a second time and found the bodies.
Irvin told the MetroWest Daily News of Framingham that such "well-being checks" are not the intensive searches some people may imagine, and there was no sign anything was wrong at the home.
"I think, given the same set of circumstances next week, I would have expected the officers to do nothing different," Irvin said.