http://en.wikipedia.org/wiki/Holy_Grail#Origins_of_the_Grail
extracts from the above link:
In Christian mythology, the Holy Grail was the dish, plate, cup or
vessel used by Jesus at the Last Supper, said to possess miraculous
powers. According to many versions of the story, Joseph of
Arimathea used the Grail to catch Christ's blood while interring
him and then took the object to Britain, where he founded a line of
guardians to keep it safe. The quest for the Holy Grail makes up an
important segment of the Arthurian cycle, appearing first in works
by Chrétien de Troyes (Loomis 1991). The legend may combine
Christian lore with a Celtic myth of a cauldron endowed with
special powers.
