Caution: GRUB requires binutils-22.214.171.124.23 or later because the GNU assembler has been changed so that it can produce real 16bits machine code between 2.9.1 and 126.96.36.199.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://alpha.gnu.org/gnu/grub or any of its mirrors. The file will be named grub-version.tar.gz. The current version is 0.97, so the file you should grab is:
To unbundle GRUB use the instruction:
zcat grub-0.97.tar.gz | tar xvf -
which will create a directory called grub-0.97 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-0.97 ./configure make install
This will install the grub shell grub (see Invoking the grub shell), the Multiboot checker mbchk (see Invoking mbchk), and the GRUB images. This will also install the GRUB manual.
Also, the latest version is available from the CVS. See http://savannah.gnu.org/cvs/?group=grub for more information.