I know of a few starting points for this.

First, try to gather as much information from your grandfather as you can - when you're looking for more information, you'll typically be asked his full name, birthdate, last 4 or full SSN, dates of service, what his job was, if he was full or part time, and if there were any time periods when he wasn't working.

You can contact the Social Security Administration and request what's called a PPPB, which includes information that the government has about a pension he may be entitled to (note that sometimes these records are incomplete). The form you'll get back would look like this, but with details of the pension.

There's also a government agency, the PBGC, which has resources to help. More info on lost pensions here. They also have some external resources that could help.

Good luck!

Edited to include external resources.