This page will list out the Ahadith of the AhlulBayt (as) which help us understand where the grave of Fatema Zahra (sa) is.

Hadith 1:

عن محمّد بن أحمد بن يحيى عن أحمد بن محمّد عن أحمد بن محمّد بن أبي نصر قال : سَأَلْتُ أَبَا الْحَسَنِ عليه السلام عَنْ قَبْرِ فَاطِمَةَ عليها السلام فَقَالَ : دُفِنَتْ فِي بَيْتِهَا فَلَمَّا زَادَتْ بَنُو أُمَيَّةَ فِي الْمَسْجِدِ صَارَتْ فِي الْمَسْجِدِ

Narrated from Ahmad bin Muhammad bin Abi Nasr that He asked Abu al-Hasan Imam Ridha (as) about the grave of Fatemah (ع).

Imam Ridha (ع) said, "She was buried in Her house when Banu Umayyah expanded the Masjid, it got included in the Masjid"

[Source: Tahzeeb al-Akham, Shaikh Tosi, Vol. 3, Pg. 255, Hadith also found in al-Kafi, Vol. 1, Pg. 461]

Similar hadith is found in the book "Qurb al-Asnaad, Pg. 367:

قرب الإسناد: ابن عيسى، عن البزنطي قال: سألت الرضا عليه السلام عن فاطمة بنت رسول الله صلى الله عليه وآله اي مكان دفنت؟ فقال: سال رجل جعفرا عن هذه المسألة وعيسى بن موسى حاضر فقال له عيسى: دفنت في البقيع فقال الرجل: ما تقول؟ فقال: قد قال لك، فقلت له: أصلحك الله ما أنا وعيسى بن موسى؟ أخبرني عن آبائك! فقال: دفنت في بيتها

Hadith 2:

و قد ذكر جامع كتاب المسائل و أجوبتها من الأئمة ع فيها ما سئل عنه مولانا علي بن محمد الهادي ع فقال فيه ما هذا لفظه: أبو الحسن إبراهيم بن محمد الهمداني قال‌ كتبت إليه إن رأيت أن تخبرني عن بيت أمك فاطمة ع أ هي في طيبة أو كما يقول الناس في البقيع فكتب هي مع جدي ص

قلت أنا و هذا النص كاف في أنها ع مع النبي ص

It is mentioned in the book "al-Masail wa Ajwibateha min al-Aimmah" (i.e. The Questions and their answers from the Imams), in the section of what was asked to Imam Ali ibn Muhammad al-Hadi (عليه السلام):

Abu al-Hasan Ibrahim bin Mohammad al-hamadani says, I wrote to Him (i.e. Imam Ali ibn Muhammad al-Hadi ع) asking,

"If You think its appropriate that Your inform me about the house (meaning Her grave) of Your mother Fatima (عليها السلام), is it in "Tayyibah" (i.e. Madina, may be referring to the Prophet's Mosque?) or as the people say its in al-Baqi."

Imam (عليه السلام) wrote back, "She is with My forefather (i.e. the Prophet صلى الله عليه وآله)"

Sayyed ibn Tawoos says, "And this text is sufficient in establishing that She is along with the Prophet (صلى الله عليه وآله)"

[Source: Iqbal al-Amal, Sayed ibn Tawoos, Vol. 2, Pg. 623]

Hadith 3:

بْنُ إِبْرَاهِيمَ عَنْ أَبِيهِ عَنْ بَكْرِ بْنِ صَالِحٍ قَالَ الْكُلَيْنِيُّ وَعِدَّةٌ مِنْ أَصْحَابِنَا عَنِ ابْنِ زِيَادٍ عَنْ مُحَمَّدِ بْنِ سُلَيْمَانَ الدَّيْلَمِيِّ عَنْ هَارُونَ بْنِ الْجَهْمِ عَنْ مُحَمَّدِ بْنِ مُسْلِمٍ قَالَ سَمِعْتُ أَبَا جَعْفَرٍ (عَلَيْهِ السَّلام) يَقُولُ لَمَّا حَضَرَ الْحَسَنَ بن علي (عَلَيْهما السَّلام) الْوَفَاةُ قَالَ لِلْحُسَيْنِ (عَلَيْهِ السَّلام) يَا أَخِي إِنِّي أُوصِيكَ بِوَصِيَّةٍ فَاحْفَظْهَا إِذَا أَنَا مِتُّ فَهَيِّئْنِي ثُمَّ وَجِّهْنِي إِلَى رَسُولِ الله (صَلَّى اللهُ عَلَيْهِ وَآلِه) لاحْدِثَ بِهِ عَهْداً ثُمَّ اصْرِفْنِي إِلَى أُمِّي (عليها السلام) ثُمَّ رُدَّنِي فَادْفِنِّي بِالْبَقِيعِ

Narrated that Abu Jafar Imam Baqir (ع) said,

"When al-Hasan ibn Ali (ع) was about to leave this world he said to al-Husain (ع), “O My Brother, I want to entrust you with my directive will (please) safeguard and preserve it. When I will die prepare and take me towards (the grave of) the Messenger of Allah (ص) so I can renew my covenant with Him, then take me towards My Mother (ع), then return me back and bury Me in Baqi."

(only the required part of the hadith is quoted here)

[Source: al-Kafi, Vol. 1, Pg. 300]

Note: This hadith does not tell us as to where is the grace of Fatema Zahra (ع), but it does indicate that it's not in Baqi, since Imam Hasan (ع) clearly said that He is taken to the grave of His Mother and then returned back to be buried in Baqi.

Hadith 4:

رُوِيَ أَنَّ الصَّادِقَ ع قَالَ‌ لَمَّا أَنْ حَضَرَتِ الْحَسَنَ بْنَ عَلِيٍّ ع الْوَفَاةُ بَكَى بُكَاءً شَدِيداً وَ قَالَ إِنِّي أَقْدَمُ عَلَى أَمْرٍ عَظِيمٍ وَ هَوْلٍ لَمْ أَقْدَمْ عَلَى مِثْلِهِ قَطُّ ثُمَّ أَوْصَى‌ أَنْ يَدْفِنُوهُ بِالْبَقِيعِ فَقَالَ يَا أَخِي احْمِلْنِي عَلَى سَرِيرِي إِلَى قَبْرِ جَدِّي رَسُولِ اللَّهِ ص لِأُجَدِّدَ بِهِ عَهْدِي ثُمَّ رُدَّنِي إِلَى قَبْرِ جَدَّتِي فَاطِمَةَ بِنْتِ أَسَدٍ فَادْفِنِّي هُنَاكَ

Narrated that Imam Sadiq (ع) said,

"When al-Hasan ibn Ali (ع) was about to leave this world he said, “O My Brother, carry Me on my bed to the grave of My grandfather the Messenger of Allah (ص) so I can renew my covenant with Him, then take Me back towards the grave of My grandmother Fatema bint Asad (ع) and bury Me there."

(only the required part of the hadith is quoted here)

[Source: al-Kharaij wa al-Jaraih, Vol. 1, Pg. 242]

Note: This hadith does not tell us as to where is the grace of Fatema Zahra (ع), but it does indicate that Imam Hasan (ع) has been buried next to the grave of Fatema Bint Asad (ع), the mother of Imam Ali (ع).