A grab is the basis of the majority of tricks in skateboardin, snowboarding and rollerblading. It involves simply reaching down, grabbing hold of a part of your board/blades and holding it for as long as you can (in most cases). I am completely clueless with rollerblading, but the following is a list of the most common grabs in skate and snowboarding:

Indy
Mute
Nosegrab
Tailgrab
Stalefish
Roastbeef
Melancholy
Rocket Air
Judo (skateboarding only)
Japan Air
Benihana (skateboarding only)
Madonna (skateboarding only)
Tweak