While Harry's off looking for Horcruxes (bits of Voldemort's soul), the Dark Lord is off on his own frustrating mission: He's traveling around the world looking for…a wand? Maybe?
He's pursuing wand makers and wand thieves, so we're pretty sure an actual wand is the end goal. Harry sees as much when his weird connection to Voldemort's thoughts opens again:
VOLDEMORT: Tell me, Grindelwald. Tell me where it is. Grindelwald, Grindelwald…
GRINDELWALD: Hi, Tom. I knew you would come one day, but surely you must know I no longer have what you seek.
VOLDEMORT: Tell me, Grindelwald. Tell me where it is. Tell me who possesses it.
GRINDELWALD: The Elder Wand lies with him, of course. Buried in the earth. Dumbledore.
Voldemort is 0 for 2 in trying to kill Harry with his wand, so that might explain his interest. And once we hear "The Tale of the Three Brothers," which a) might be more than fiction and b) mentions a wand that can beat all others, we're pretty sure that's what he's after: the tale's Elder Wand, which won't choke against Harry's (you know, like his own has been doing).
And it's apparently in Dumbledore's tomb.
Just in case you were holding out hope that there was some small shred of decency within Voldemort that would prevent from robbing a grave, guess again. Voldemort busts into Dumbledore's tomb at the end of the movie and snatches the Elder Wand. It's bad news for sure, but we'll have to wait until the next film to see if the wand is really as powerful Voldemort is hoping it is.