Progeny's Gazetteer contains some, not all, churches and cemeteries. These can be found only in the US database. Simply give the cemetery as the first jurisdiction and the town as the second jurisdiction.
For example, search in the gazetteer for St. James Church. The gazetteer will show several examples, each listing St. James Church, then the county, state, and country. Since the church is the first level listed here, it has been treated as a town in the gazetteer.
See also: https://progeny.zendesk.com/hc/en-us/articles/360015448573-My-places-have-extra-levels-of-jurisdiction-