Anyone knows what is the story about the hand grenade?
I found it by accident and found the spot on the bridge by accident, threw it into the water and it exploded... nothing.

No story behind it, just some super hard to find stuff:
https://www.youtube.com/watch?v=jPF5IbY7uw8

Go down under the dam and cross the river, you'll see what your granade has done ;-)

It's on the same side of the river as you go down. Just go past dam house (with the machinery ) and look there.
To pick up this super awesome thing you have to be near the end of the game (as far as I know the burned house must be found). If you cannot find anything behind the dam house, you have to go back and pick up the grenade once again - worked for me.