To be honest, I don't think so. I can't really put to words exactly why, but I think that once you die, your brain stops working normally, plus I don't think that you could use Legillemency on a dead person. I think you sort of need a sense of who you are to actually have long term memories, because your brain only stores what is pertinant for you and your survival, and once your dead, there's like no need for memories. I don't even know if this post makes sense....

Summary:
No, I don't think that you could retrieve a memory from a dead person.