Churchill did, I know, but as a special thanks for his leadership during the war. I need to say straight away that there were no circumstances whatsoever which led me or would lead me now to vote for Margaret Thatcher, she divided the nation like no other PM.
She also achieved some remarkable things for this country, I think she has been along with Tony Blair the most successful post war PMs this country has enjoyed. I disliked her methods but I can applaud her success in helping to turn this country into the success it is now.
Winston Churchill led this country through WW2 and as you and anskyber said his state funeral was a special consideration of thanks for that leadership. No PM, before or after, would be deserving of such an honour despite the fact that Margaret Thatcher pulled this country out of massive internal debt.
What is it with all of these mass outpourings of grief?
We all die and it is the concern and responsibility of our immediate friends and family to express the appropriate reaction, not the gazillions of the populace who the person(s) in question would have most likely regarded with the utmost disdain.