This situation happened to my husband. He's the only child of an only child, and his grandfather (who was a lawyer and should have known better) decided to make things nice and neat on his will and left everything to his son (husband's father), and was told that certain things should go to my husband (supposedly the one heir thing was to avoid taxes? It's silly, but that was the story he was told). This never happened, as mother-in-law had been coveting said item (among other things) for her entire married life, and told my husband, that she was keeping everything as husband was going to get everything eventually anyway. (seriously, the woman is a giant bag of crazy - carried photos around in her purse of things like rugs and chairs and showed them off like you would pictures of your children with a creepy gloating voice saying "And it's all MINE!" - and we're not talking valuable antiques either) She's mostly cut off and out of our lives, so no telling what will actually end up happening now.
That being said, unless it was spelled out in a will somewhere, then OP, you're SOL. If you parents have had excuses for why they won't give you something that you were informally promised, there's absolutely nothing you can do other than cause a fight if you've already brought it up and been rebuffed before. You could try talking to them again and just flat out ask them "Can I have the $40,000 grandmother and grandfather wanted me to have?" but if they still say no, I don't think there's much else other than tell them that you are very disappointed in them, and that your grandmother would probably feel the same... and that it has damaged your relationship with them (hey, go for the guilt card if you haven't already!)