Caution: GRUB requires binutils-18.104.22.168.23 or later because the GNU assembler has been changed so that it can produce real 16bits machine code between 2.9.1 and 22.214.171.124.x. See http://sources.redhat.com/binutils/, to obtain information on how to get the latest version.
GRUB is available from the GNU alpha archive site ftp://ftp.gnu.org/gnu/grub or any of its mirrors. The file will be named grub-version.tar.gz. The current version is 2.06, so the file you should grab is:
To unbundle GRUB use the instruction:
zcat grub-2.06.tar.gz | tar xvf -
which will create a directory called grub-2.06 with all the sources. You can look at the file INSTALL for detailed instructions on how to build and install GRUB, but you should be able to just do:
cd grub-2.06 ./configure make install
Also, the latest version is available using Git. See http://www.gnu.org/software/grub/grub-download.html for more information.