A number of university-based organizations sponsor grants for undergraduates that are designed to support thesis research. Among the most notable are:
The Student Employment Office (click on Research Programs)
The Alpha Iota Chapter of Phi Beta Kappa
Private organizations also support grants that can be used for thesis research, such as The Ford Program for Undergraduate Research. For details concerning these and other grants you may be qualified for, consult the current Harvard College Guide to Grants, available at the Office of Career Services, 54 Dunster St.