The procession came as the Yavapai County Sheriff's Office announced that residents evacuated from Yarnell will be allowed to return to the town Monday morning.
Many of those who lined the streets and roadways held flags or flowers and saluted as the police motorcycle-led procession covered about 125 miles from Phoenix, where autopsies were performed, to Prescott, the hometown of the Granite Mountain Hotshot team, KPHO-TV, Phoenix, reported. The Joint Arizona Honor Guard also accompanied the fallen firefighters, the TV station said.
One member of the crowd told CNN affiliate KTVK as he waited for the procession in Phoenix, "These men are heroes. They've earned the respect of everyone in this line."
CNN said the firefighters left behind wives and children, and one left behind his pregnant fiance.
Vice President Joe Biden is expected to attend a memorial planned for Tuesday.
Preliminary autopsies indicated the 19 elite firefighters killed in the wildfire died of injuries such as burns and inhalation problems.
Cari Gerchick, a Maricopa County spokeswoman, said a full autopsy report on each firefighter is expected to be completed and released within a couple of months.
During the weekend, firefighting officials said the Yarnell Hill fire had been largely reduced to hot spots after burning 8,400 acres. Operations section chief Carl Schwope said he expected full containment "sometime before July 12."
KPHO-TV said at least 114 homes and other structures were lost to the lightning-sparked wildfire.