Yes, I feel like I've heard of all three methods of dealing with cremated ashes (scattering the ashes, burial with a stone, and placement in a wall - usually in a special section of a cemetary).
Both of my father's parents were cremated, and I'm embarassed to say I don't know what happened to the ashes. I'll have to ask my Dad. His mother died long before I was born and his father died when I was still a toddler... so somehow I don't know as much about this subject as I should.