When I was in junior school (many, many years ago) we were taken, as a school outing, to Childwall Parish Church to do this. Some of the gravestones are in the church itself.A teacher of mine at high school once gave an entire lesson explaining how he spent his weekends doing grave rubbings.
Most times it seemed the cemetery were fine with it, but some would say no. Where they said no, he would drive to a secluded spot nearby, around dusk and sneak in with his paper and crayons to rub some graves.
Seemed unusual at the time. Still does.