One of the keys to playing the game are to find Pokestops, which are essentially free item drops placed around the world. They are mostly located at important cultural spots, such as statues, public buildings, and other public locations. Since cemeteries fit into the category, many were unfortunately set up as Pokestops.
Pokemon Gyms are also gathering spots for players. Gyms are where players go to gain strength and improve battle skills. Players have the ability to create their own gyms (and many businesses have done so to attract potential patrons). While it's less likely that a gym would be created in a cemetery, it is possible.
Of additional issue for cemeteries is that there are stories floating around stating that the the Ghost type Pokemons (Ghastly, Haunter, and Gengar) typically spawn near graveyards/cemeteries. Since these Pokemon are quite rare, people will go to grave sites to try and catch them. There were also rumors stating that they spawn more commonly at night, enticing players to enter the premises after normal hours.
What to Do About It
The game's developer isn't breaking any laws and can't be held responsible for the actions of their users. However, they will allow anyone to request their location be removed as a Pokestop or Gym. This should be your first step, and instructions on how to do so are below.
If that doesn't solve the problem, a sign near the entrance of your facility kindly asking visitors not to play there could be helpful. The good news is, this fad will fade, and probably do so quickly. So, regardless of how inconsiderate players may be, it's unlikely they'll be around much longer.
How to Request the Removal of a PokéStop or Gym
Go to game developer Niantic's website by clicking here and fill out the form to request the removal of a PokéStop from private property, or for other reasons. You'll need to supply an email address and a reason why you're looking to remove the PokéStop. You can also include documents or photos with your request. The more information you can provide them, the better.
Keep in mind, you're likely to just get an auto-response saying your request was received. Niantic doesn't state when, or even if, it will be removed.