Pigment-containing membranous extensions in some cyanobacteria are: Heterocysts, Basal bodies, Pneumatophores, Chromatophores

Cyanobacteria are the prokaryotic organisms which contain primitive nucleus and lack membrane-bound organelles. Therefore, the chlorophyll present in them is located in the infoldings of plasma membrane called chromatophores and these are responsible for photosynthesis. Thus, the correct answer is option D.