Find a website that lists public government grants, private foundation grants or both. A wonderful resource is The Foundation Center in Washington, DC. You can access their huge database of grants via their website for a small fee or visit their library in person if you are in Washington, DC. They have a very competent staff of helpful librarians who will help you conduct your research and they also offer classes in grant research and grant writing.
Search the websites selecting keywords that fit your criteria. For example, you can search "living expenses" and "screenplay" if you want your living expenses covered while you write a screenplay.
Make a list of possible grants and examine each of their criteria carefully, taking note of the grant deadline. Many grants have submission deadlines once or twice a year. Some grants are so specific that you have to be of a certain ethnicity or live in a very specific locale in order to qualify.
Fill out the grant proposal exactly as requested and wait for a response. You can fill out as many grant proposals as you wish.