One tradition is that it and the Ark of the Covenant are kept at Fort Knox. Whether this grew out of the Indiana Jones film Raiders of the Lost Ark, where, at the end, the Ark is dumped unceremoniously in an American storeroom, or whether it antedates this, I have yet to discover.
There also seems to be a tradition that the Grail found a resting place in Accokeek (Maryland). Legend in the locality has it that Captain John Smith sailed up the Potomac in 1606 or thereabouts and on board his ship was a priest. This cleric had obtained the Grail from somewhere unspecified and he his it in the vicinity of Accokeek.
Those interested in the legends of the Grail may care to purchase the CFZ book The Grail by the present writer, available from Amazon and other outlets.