Eko's grave was made by the survivors that went to the Pearl station - Locke, Sayid, Desmond, Nikki and Paulo. It is located near the Pearl and the Beechcraft in a forested area.
Locke had decided to have a small, quiet service and bury the body in a location other than the graveyard. He claimed that people back at the camp had seen too much death lately.
The grave is located where the Monster attacked Eko and left him to die. It is not far from the Pearl, and according to Locke about an hour away from the beach camp.
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