Sayyiduna Imran bin Husayn (may Allah be pleased with him) narrates that a woman from the tribe of Juhaynah came to the Messenger of Allah (peace and blessings be upon him) while she was pregnant from zina. He (peace and blessings be upon him) ordered her guardians to treat her well and said: "When she gives birth, bring her to me." They did so. He (peace and blessings be upon him) gave the order, and her clothes were tied firmly around her; then the order was given to stone her, and she was stoned. Then he (peace and blessings be upon him) offered her funeral prayer, and Sayyiduna Umar (may Allah be pleased with him) said: O Messenger of Allah, will you offer her funeral prayer when she has committed zina? He (peace and blessings be upon him) said: "She has repented with such a repentance that, if it were distributed among the people of Madinah, it would suffice them. Have you found anything better than this, that she sacrificed her life (in repentance)?"
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الجنائز / 6829
Sayyiduna Abdullah bin Buraydah narrates from his father (may Allah be pleased with them both), in the story of the Ghamidi woman who was stoned as the prescribed punishment for zina, that the Prophet (peace and blessings be upon him) said: "By the One in whose Hand is my soul, this woman has repented with such a repentance that, if this repentance were distributed among those who take unlawful taxes, they too would be forgiven." Then he (peace and blessings be upon him) gave the order, her funeral prayer was offered, and she was buried.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الجنائز / 6830
Sayyiduna Abu Burdah (may Allah be pleased with him) narrates that the Prophet (peace and blessings be upon him) did not offer the funeral prayer of Ma'iz bin Malik (may Allah be pleased with him), nor did he forbid offering it. And it has been narrated to us from Ali bin Abi Talib (may Allah be pleased with him) that when he stoned Shurahah al-Hamdaniyyah (may Allah be pleased with her), he said: Do with her what you do with your dead.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الجنائز / 6831