It's a short story, "The Man Who Never Grew Young" by Fritz Leiber. It has appeared in various anthologies and collections. You may have read it in The Dark Side or The Best of Fritz Leiber or Night's Black Agents or Dying of Fright: Masterpieces of the Macabre, or in Avon Fantasy Reader, No. 9, 1949, available at the Internet Archive.
He has watched men and women returning from the graves
On a cold autumn day, when the brown curled leaves were whirling up into the trees, the procession set out—the empty hearse, the dark silent automobiles. At the cemetery we found a couple of men with shovels turning away unobtrusively from the newly opened grave. Then, while Flora and Helen wept bitterly and the minister spoke solemn words, a long narrow box was lifted from the grave and carried to the hearse.
At home, the lid of the box was unscrewed and slid back, and we saw John, a waxen old man with a long life before him.
Next day, in obedience to what seemed an age-old ritual, they took him from the box, and the mortician undressed him and drew a pungent liquid from his veins and injected the red blood. Then they took him and laid him in bed. After a few hours of stoney-eyed waiting, the blood began to work. He stirred and the first breath rattled in his throat. Flora sat down on the bed and strained him to her in a fearful embrace.
growing young and returning to the wombs of their mothers.
All our life is a forgetting and a closing in. As the child is absorbed by its mother, so great thoughts are swallowed up in the mind of genius. At first they are everywhere. They environ us like the air. Then there is a narrowing in. Not all men know them. Then there comes one great man, and he takes them to himself, and they are a secret. There only remains the disturbing conviction that something worthy has vanished.
[. . .]
Tomorrow Maot and I set out. Our flock is gathered. Our tent is rolled.
It will be strange in the desert. All too soon we will exchange our last and sweetest kiss and she will prattle to me childishly and I will look after her until we find her mother.
Or perhaps some day I will abandon her in the desert, and her mother will find her.
He has watched the pyramids being disassembled stone by stone and the stones returned to the quarries,,,,,
Why should I cling so tenaciously to these poor relics of civilization—I, who have seen king Cheops' men take down the Great Pyramid block by block and return it to the hills?