Yes you do! It also happens in other States and in Canada. It's common courtesy and the law in Georgia. Georgia State Law for Funeral Processions: If you are traveling the same direction or they are coming toward you, you do not have to stop. You may stop, but, if you do so, you must pull completely off the road to allow other vehicles to pass and that is the law. So, while it is a courtesy, you do not have to stop The only exception to this is, often, if they are crossing an intersection, officers will stop cross traffic, but that is really the only time you must stop.