Queen Victoria and Prince Albert are buried in the Royal Mausoleum at Frogmore House in Windsor. Victoria ordered this to be built within four days of Albert's death of typhoid in 1861. She didn't join him there for another forty years, but judging by the photos I've seen of the interior, the two of them rest in just about the most sumptuous burial spot anywhere in Britain. The Royal Mausoleum is normally open to the public on a few days a year, but is closed during the whole of 2011 for restoration work.
Queen Victoria's mother, Victoria Duchess of Kent, is buried in another mausoleum close to her daughter's (Albert and the Duchess of Kent died in the same annus horribilis year). The Queen's father, Prince Edward, Duke of Kent, is buried in St George's Chapel, Windsor: he predeceased his wife by 41 years.
As for their children, there are several buried beside their parents at Frogmore, while the rest are mostly in Germany. Forgive me for numbering them, but nine is a lot.
- Victoria, the Princess Royal, married Kaiser Wilhelm III and became Empress of Germany. She is buried with her husband in the royal mausoleum at Potsdam, Germany.
- Edward VIII is buried, like most recent sovereigns, in St George's Chapel Windsor.
- Princess Alice, Grand Duchess of Hesse, is buried in Sankt-Ludwigs-Kirche, Darmstadt in Germany.
- Alfred inherited his father's title of Duke of Saxe-Coburg and Gotha, as well as being Duke of Edinburgh, Earl of Kent and Earl of Ulster. He died of throat cancer and is buried in the ducal mausoleum in the public Glockenburg Cemetery of Coburg. (His only son shot himself during his parents' 25th wedding anniversary celebrations after a scandal with a mistress.)
- Princess Helena, who became Princess Christian of Schleswig-Holstein on her marriage, was originally buried in St George's Chapel on her death in 1923, but was moved to the Royal Burial Ground on its consecration in 1928.
- Princess Louise, Duchess of Argyll, died in 1939 aged 91 and was cremated at Golders Green Crematorium (I believe that makes her the first member of the Royal Family to be cremated). Her ashes were placed initially in St George's Chapel, and later moved to the Royal Burial Ground at Frogmore.
- Prince Arthur, Duke of Connaught and Strathearn - the longest-living male member of the British Royal Family - is also buried in the Royal Burial Ground.
- Prince Leopold died of haemophilia aged 30. He is buried in the Albert Memorial Chapel in Windsor, and had the ultimate misfortune of having an elegy on his death composed by William McGonagall.
- Princess Beatrice is buried beside her husband, Prince Henry of Battenberg, in St Mildred's Church, Whippingham on the Isle of Wight.