Since I wasn't sure which Grayson County you meant (TX, VA, or KY,) I have pasted the information below for you for all three. :)
Try calling the phone number listed below for the correct county, and ask two questions:
1. "Do you have your records online where I can search?"
2. "If not, how do I find them?"
The Office usually points you in the right direction, or performs the search themselves. There MAY be a fee involved. Sometimes that's unavoidable.
I found this information on FindCountyRecords.com. Let me know if it's accurate.
100 W. Houston St.
Sherman, TX 75090
129 Davis St., P.O. Box 130
Grayson County Clerk
10 Public Square
Leitchfield, KY 42754