I don't remember it being explained in the movie. What exactly is Dr. Lazarus referring to by saying Grabthar's Hammer in Galaxy Quest?
As explained by screenwriter Robert Gordon to MTV, there's no back story:
Gordon: “By Grabthar’s Hammer” was a temp line. It was basically the Hammer of Thor, but Grabthar just sounded so silly. I kept meaning to change it, but around the production offices, they started to make t-shirts, it started to sink in a little bit.
Rickman: The ending scene, where Kwellek is dying, and I say the “Grabthar’s” line for him. There were all these different layers with these characters. It is such a great acting challenge. You are only as good as the script, really.
Long: The funniest line, at the mall. “By Grabthar’s Hammer . . .what a savings.” I just saw Nick Frost and he said he and Simon Pegg and all those guys, that’s the line they quote all the time.
This was a catch phrase that Dr. Lazarus used in the movie.
By Grabthar's hammer... what a savings.
By Grabthar's hammer, by the suns of Worvan, you shall be avenged.
other than being a catchy phrase, we don't know exactly what or who Grabthar was, nor what his hammer was.
An example of a similar catch phrase could be this one by Thor,
By Odin's Beard