I have a book called "After the Funeral," which details what happened to various (in)famous people after they died. Naturally, it's buried in storage right now, but I believe that it reports that the National Archives found an envelope containing some of Joe's ashes back in the '80s. It had ended up in the Archives after being forwarded there from a post office which couldn't deliver it to the person to whom it was addressed.

The Archives contacted the IWW in Chicago, who would be considered the owners of the mail. A deal was made: the IWW got the ashes and the Archives got the envelope (the original one, with "Joe Hill's Will" printed on it). I don't remember what the book reported the IWW did with the ashes.

I'm going to be awfully glad when half my life is no longer in storage. "Don't mourn, organize."