What game are you referring to?
Fallout 1:
You can find many grenades at Mariposa Military Base.
You can buy grenades at Gun Runners.
You can get some throwing knives in Khan's base. The problem is the low damage.
Fallout 2:
You can get quite a few grenades in random encounters, near San Fran. You just keep killing hubologists until you're satisfied.
You can get some grenades in Navarro and Sierra Army Depot.
Spears are terrible weapons, I don't recommend using them.
You can get a few throwing knives in Klamath. Terrible weapon.
You can get the holy hand grenade in a special encounter. Extremely powerful.
Fallout 3:
You'll have no problem finding grenades in this game.