There is no way to do this other than contacting any possible insurance companies, or also contacting any accounting professionals (e.g. CPAs) or lawyers your grandfather used, and any close friends or family members, since such professionals, friends, or family *might* know about this. (And also going through your grandfather's papers or files.) There is, unfortunately, no central registry or respository for annuities--that is, there are no central or government files to check.