We've had exactly two - both times, as is my tradition with these folks, I let them natter on for a bit, then, at a pause, sniff and sob gently. When I get the inevitable "Sir? Sir?" I just respond, "I'm sorry ... could you call back after the funeral?"
Works like a charm.
And, even though we live in the deep South, we do have a phone. We live on a paved road and have all our teeth. But we only started getting the Super Bowl on TV last year.