Which grains do not contain gluten?

Many. There are an abundance of flours that do not contain gluten. Rice, Tapioca, Garbonzo bean flour, Sourgham, corn, potato, oatmeal has some - depends on the individual on tolerance, flax, and several more. Try sprouts / whole foods / most major grocery stores.
Many are gluten-free. Gluten is a protein found in such grains as wheat, rye, barley (including malted barley or malt), and spelt. Grains that do not contain gluten include corn, rice, millet, quinoa, sorghum, buckwheat, and others. Oats and oatmeal don't have the gluten protein, but have another protein that some celiac disease patients react to, while other celiac patients may not react with.