I visited Fort Pillow a year ago. The Confederate dead, as I recall, are buried in a sizable burial ground along side the entrance road to the Park. The Fort Pillow State Historic Park has a rather nice museum which covers both the 1862 and 1864 periods. Contact information can be found at their website: http://www.state.tn.us/environment/parks/FortPillow/index.shtml
They should have a listing of known dead.