Embassy Park, in the Cathedral Hill district near the National Museum, serves as the official burial ground for Zambia's former presidents. The site is well maintained with gardens and inscribed stone markers, and provides an unusual window into the country's post-independence political history — from Kenneth Kaunda, who led Zambia from 1964 to 1991, through the democratic transitions that followed.
The park is small and takes only a short time to visit, but it's an affecting spot if you have any interest in the country's recent history. It's close enough to the National Museum that the two work well as a combined visit.