You don't say which indices you have been looking at, but as a rule of thumb:

If the indexed entry is taken from a parish register, then the burial would (in most cases) have taken place in the burial ground attached to that church.

By the Victorian age, municipal cemeteries were being established (as many parish churchyards were deemed to be full).

After Civil Registration was brought in (1837), the place of death noted on the death cert would be a starting place. It would mean checking local churches and cemeteries near to that place, often not an easy task as not all are indexed.

It is the case that some people would have been buried in the churchyard of the parish in which they were born, though they may have lived elsewhere for years.