I was just reading about him and saw that the last known location of his body was in a tomb in Alexandria around 215AD. After that however there are no definite accounts.
Here's what's actually known:
He was entombed multiple times, for practical and political reasons. So right off, it's tombs not tomb.
His "final" tomb was definitely in Alexandria. Many ancient sources agree on that.
At some point this tomb was lost (no one knows if that means destroyed or just misplaced somehow). None of the available sources says how, or why.
The current location of his body is unknown. If it still exists, it might be in the tomb, it might be elsewhere. There are hundreds of theories, but none of them are particularly credible.
Anything else is conjecture at this point. Though it is fun. My favorite being the "Venetian merchants stole Alexander's body thinking it was St. Mark's body and now Alexander's tomb is St. Mark's Basilica in Venice."
Probably not true, but fun.
Source: Alexander's Tomb, Nicholas J. Saunders