The best database I'm aware of for grants and fellowships of interest to legal historians is a database maintained by the American Historical Association. The database is searchable by field, and contains information about grants and fellowships in a variety of fields of history. It is not restricted to American history. The AHA is a U.S.-based organization, but covers all fields of history. A link to the database is on the AHA home page.
To use the database, you have to be a member of the AHA. Membership fees are on a sliding scale based on income. There are reduced fees for students and K-12 teachers. With membership, you get the American Historical Review.
Recommended for anyone looking for research funding in legal history: Join the AHA so that you have access to the database at least one year before you plan to apply. Most applications are due in the fall for the subsequent academic year, but deadlines vary.