Srimad-Bhagavatam: Canto 1 - Chapter 1 - Verse 1
सूत उवाचअथ ते सम्परेतानां स्वानामुदकमिच्छताम् ।दातुं सकृष्णा गङ्गायां पुरस्कृत्य ययु: स्त्रिय: ॥ १ ॥
sūta uvācaatha te samparetānāṁsvānām udakam icchatāmdātuṁ sakṛṣṇā gaṅgāyāṁpuraskṛtya yayuḥ striyaḥ
Sūta Gosvāmī said: Thereafter the Pāṇḍavas, desiring to deliver water to the dead relatives who had desired it, went to the Ganges with Draupadī. The ladies walked in front.
To date it is the custom in Hindu society to go to the Ganges or any other sacred river to take bath when death occurs in the family. Each of the family members pours out a potful of the Ganges water for the departed soul and walks in a procession, with the ladies in the front. The Pāṇḍavas also followed the rules more than five thousand years ago. Lord Kṛṣṇa, being a cousin of the Pāṇḍavas, was also amongst the family members.