How involved were those governments compared to the specific units that carried it out?
Even though khojalu massacres are very tragic they were not the only instance of violence against civilians
check these for example
Sumgait massacres against armenians
There are some controversies around the khojalu events also. They happened in the territory controlled by azerbaijani forces and there have been accusations of them desecrating bodies to make the events look more violent. Also fro the wikipedia article
The Armenian side refers to Ayaz Mutalibov's interview to claim that the massacre had been committed not by Armenian soldiers but by Popular Front of Azerbaijan militants who allegedly shot their own civilians escaping through the corridor. In one of his interviews Mutalibov stated that the event was "organized" by his political opponents to force his resignation.
I think it needs a full investigation and I very much hope this madness will end some day. I mean this Armenian-Azerbaijani hatred and stuff. Sadly there is too much of propaganda going on on both sides.
edit: the role of russians is not clear because they were participating in massacres against both sides, the operation koltso is another example