Grimclaw is a level 13 bear found in Darkshore. To be precise, he is located by the main north-south road, just a short distance south of the fork where you walk off to the Grove of the Ancients, on the left hand side of the road if you are facing south.
He plays a part in Quest:A Lost Master (2) by pointing in the direction towards his master, Volcor, when you wave at him (by typing "/wave" when he looks at you). He is introduced to you in the quest  where he signals Volcor's danger to Terenthis.
CataclysmEditThis section concerns content exclusive to Cataclysm.
In the upcoming expansion World of Warcraft: Cataclysm, Grimclaw is sent by Volcor ahead of Auberdine's destruction and is badly injured by poachers. Keeper Karithus and Seraphine watch over the injured bear and task you with seeking out various remedies, before he can be safely moved to Lor'danel. After receiving treatment phased content shows Grimclaw in Lor'danel where you learn that Volcor dies from his injuries. Later on in another phased content Grimclaw is now a pet and companion for Cerellean Whiteclaw.