Do you stop for a funeral procession?

I was walking on the sidewalk yesterday and heard a loud siren from a single police car. I looked behind me and there were like 30-40 cars following behind with a hearse immediately following the police car.

I didn't know what to do so I just stopped, took my baseball-cap off, and stood still.

Some cars on the road stopped and pulled to the side...but other cars kept driving around them, blowing their horns, and other people walking on the sidewalk just stared at me like I was crazy and just kept walking.

I didn't know what to do, but just did what I thought was respectful in that moment.

I would rather do that, but some people just keep speeding on with their lives, and I guess I can't blame them considering it was a 4-lane highway in a quasi-busy Medium-Sized Town.

I felt like an idiot though, but I wanted to show my respect in some way.

I was just wondering about what you other people do in other cities or towns.

I don't think that it was an "important" person who died, but it was still a human being.

I still feel like I looked liked a complete fool though. But I did it nontheless.

Is this tradition in other towns/cities?

It was just an odd situation to be in.