In ""Hello, Cousin Emma,...", Grady's cousin Emma says that Grady's from Chicago and says that years ago, Grady got named "The Sheik of Drexell Avenue" because he was a ladie's man.

In other episodes, it's been said that Grady is a St. Louis native.
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Aunt Esther (to Fred): "Watch yo' mouth Fred Sanford......I didn't come here to be insulted." Fred: "Then tell me where you go and I'll follow you there." :)

Well good goobly goop that was a good observation. :happyface