Do a Google search for Pine Grove Cemetery Venango County Pennsylvania and look through the various listings.
If you don't find them, where they were buried could be in their death record or newspaper death notice.
The PA Archives, www.phmc.state.pa.us/bah/dam/rg/rg47m.htm
has Venango County records:
Death Register 1893-1905
However I've heard they won't do lookups or loan out their microfilm. You should contact them and verify that info.
The Venango County Genealogy Club, http://vengen.org/index.php/resources/
has cemetery records and other docs.
The Venango County Historical Society, www.venangocountyhistory.org/
has newspapers and other records. Successful Searching!