In First off, did you know the Holy Grail is not really missing? At least, as far the Catholic Church is concerned, the Grail used at the Last Supper and later to catch Jesus' blood is in Valencia, Spain, and you can see a picture right here (yes, it's incredibly disappointing). Of course, such a claim is frequently disputed, though after around 1400AD (if I recall correctly), the Church has perfect records on its various journeys.
However, the recent popularity of The Da Vinci Code has fueled the belief that the real Grail, possibly along with the Ark of the Covenant and ancient scrolls, are buried in the vaults of Rosslyn Chapel, outside Edinburgh. Now, a man claiming to be a descendent of the first Grand Master of the Knights Templar has come forward and called for an electronic examination of the chapel to see what really lies beneath it. Previous investigations have proven inconclusive. For those who would like to know more about the pursuit of the grail from a geographic standpoint, I recommend In Search of the Holy Grail and the Precious Blood: A Travellers' Guide, which you can get used here on Amazon.
-The Scotsman: Don't let new crusade ruin mystery of chapel