Marilyn Monroe was buried in a favorite pale green Emilio Pucci dress that she wore in Mexico in 1962, she loved to vibrant colors and patterns of this fashion house.

Marilyn's housekeeper Eunice Murray who was present in the actress' house at the time she died:

From the book "Marilyn: The Last Months" by Eunice Murray:
''Eunice visited the house on Fifth Helena one more time before the funeral.  On Tuesday, clothes had to be selected for the services on Wednesday.  Although this was the task of Marilyn's half-sister, Bernice Miracle, Eunice was called in by estate executrix Inez Melson to show the two women where things were.  The mortician was in attendance also, a quilted satin folder across his arm on which to lay the garments.  The house seemed strangely silent as the party of four filed solemnly into Marilyn's bedroom.  Eunice walked over to the wardrobe closet and pointed out the dresses.  Mrs. Miracle began to sort through them, a look of confidence on her face.  The others stood waiting for her choice. 
"Where are the blue dresses?" Mrs. Miracle finally turned to ask.  "There are no blue dresses," Eunice said.  "No blue dresses?  But that was her favorite color.  She always wore blue when I knew her."  "Not lately," Eunice replied.
Mrs. Miracle seemed at a loss, not so sure at all anymore.  "She always liked blue," she repeated as she sorted through the rack helplessly.  But it had been several years since Marilyn and her half-sister had been close, and that had been only for a brief while.
"Perhaps Mrs. Murray would show us her favorite dress," Mrs. Melson said.  Eunice stepped forward and took the pale green Pucci from the rack.  She could still see Marilyn radiant in the dress at the press conference in Mexico City.  It was the dress about which Marilyn had quipped to reporters, "You should see it on a hanger." 
It was on a hanger now, and its lines were straight up and down, formless all by itself.  Marilyn's own shape would provide the curves of her last garment.
Eunice walked across the room and laid the dress on the queen-sized bed for the others to examine.  Mrs. Miracle and Mrs. Melson stood together at the foot of the bed, Eunice on one side and the mortician on the other.  Mrs. Miracle approved the dress.  She handed it to Mrs. Melson.  "This will do, she said.''