David and Helen, you are both right. Rasputin's body was indeed originally buried in a chapel in a corner of the Imperial Park where Anna Vyrubova was building a church. However, he was dug up in March 1917. From Nicholas and Alexandra:
"Sometime after midnight, another band of soldiers broke into the tiny chapel in the Imperial Park which had become Rasputin's tomb and exhumed the coffin. They took it to a clearing in the forest, pried off the lid and, using sticks to avoid touching the putrefying corpse, lifted what remained of Rasputin onto a pile of pine logs. The body and logs were drenched with gasoline and set on fire. For more than six hours, the body burned while an icy wind howled through the clearing and clouds of pungent smoke rose from the pyre. Along with the soliders, a group of peasants gathered, silent and afraid, to watch through the night as the final scene of this baleful drama was played. It had happened as Rasputin once predicted: he would be killed and his body not left in peace, but burned, with his ashes scattered to the winds."