This is my father, no really. In Thailand, when a loved one dies we cremate them in the furnace at the local temple, and we take a piece of the bones that remain, and place them in a locket.
The locket is kept near to us, this one normally stays near my Buddha table, and when we go on holiday, it often comes along too.
It's a way to provide comfort, and keep the memory of them alive in your head. Here I am on holiday in a cable car in Switzerland showing my dad the view. It's comforting to think he's there to look after me.
Although it's a Thai tradition, perhaps if you lose a loved one, that may help you too. You can find amulets to contain ashes on street markets everywhere in Thailand. See the photo below for the sort of choices you have.