Where's that confounded grail

Just watched the movie “Excalibur.” I don't understand the whole King Arthur searching for the Grail thing. I mean it was only the Dark Ages – how could they already have lost it so completely? And why would you look for it by riding on horseback through the woods of England waiting for a hallucination? Wouldn't you think a better place to start would be, I don't know, Jerusalem? Take a walk downtown and ask people “Hey, you remember Jesus' favorite cup? Whatever happened to it? Have you seen it lately?” Or here's an idea, go to Jesus' house and look in his cabinets. I would think some good, solid, Jesus-built cabinets should still be standing at that point. If he's anything like me, check next to the fridge, that's where I keep my cups.