The Family and Medical Leave Act (FMLA) is the closest we have to a legal requirement in the US for this, but it doesn't actually offer bereavement leave. There is a bit of a loophole, however, that you can use, with proper notice to your employer, "to address your own serious health condition (e.g. depression)". See here:
A death in the family is not automatic grounds for FMLA coverage. An employee must notify his or her employer that they need leave for an FMLA-covered condition. An employee's request for bereavement leave to make funeral arrangements and wrap up the affairs of his deceased brother failed to put the employer on notice that the employee was requesting FMLA leave. To be covered by the FMLA, the employee needed to tie his request for bereavement leave to address his own serious health condition (e.g., depression), or the needs of a spouse, parent, son, or daughter.
I would be very careful trying to use the FMLA for the death of a grandfather who lives in another continent, however. I expect it would be pretty easy to see through the request for time off to deal with "depression" of a relative whom you likely have not seen (as you said) for years.
So your best bet is simply going to be to talk to your employer, explain the situation, and ask for some time off.