The Holy Grail was an archaeological artifact of great value which was originally found by Mia the elf. However, after she found it, it was stolen and hidden in a shipwreck underwater nearby the Red Keep. It was found by Drake and Grayson and given back to the archeologist in the Haunted: Sunken Treasure. It looks like a golden chalice. There was another Holy Grail by the road to Alduin's Keep, by the teleportation circle. Drake said there were enderman eyes on the sides.