This is a really excellent question.
I was always under the impression that John took his photo's in Highgate cemetery London but I could be totally wrong. Highgate cemetery is split into two halves one that is open to the general public (east side) and the other (west side) which you have to pay for a guide to take you round. http://www.highgate-cemetery.org/index.asp
I also read that he used to live near there.
I hope someone knows exactly where John took them because I for sure would like to know.