BELGRADE, Serbia — Serbia held a funeral on Sunday for Yugoslavia’s last king, Peter II Karadjordjevic, who had fled the country at the start of World War II and died in the U.S. in 1970.

The former king’s remains, and those of his wife, mother and brother, were interred in the family tomb at St. George church in Oplenac, central Serbia, in a ceremony aired live on the state television.

The funeral was attended by top state officials, who described it as an act of reconciliation and unity....