All built-ins are defined in the __builtin__ module, defined by the Python/bltinmodule.c source file.
To find a specific built-in, look at the module initialisation function, and the module methods table, then grep the Python source code for the definition of the attached function. Most functions in __builtin__ are defined in the same file.
For example the dir() function is found in the methods table as:
{"dir",             builtin_dir,        METH_VARARGS, dir_doc},
and builtin_dir is defined in the same file, delegating to PyObject_Dir():
static PyObject *
builtin_dir(PyObject *self, PyObject *args)
{
    PyObject *arg = NULL;
    if (!PyArg_UnpackTuple(args, "dir", 0, 1, &arg))
        return NULL;
    return PyObject_Dir(arg);
}
A quick grep through the Python sources leads to Objects/object.c, where PyObject_Dir() is implemented with several helper functions:
/* Implementation of dir() -- if obj is NULL, returns the names in the current
   (local) scope.  Otherwise, performs introspection of the object: returns a
   sorted list of attribute names (supposedly) accessible from the object
*/
PyObject *
PyObject_Dir(PyObject *obj)
{
    PyObject * result;
    if (obj == NULL)
        /* no object -- introspect the locals */
        result = _dir_locals();
    else
        /* object -- introspect the object */
        result = _dir_object(obj);
    assert(result == NULL || PyList_Check(result));
    if (result != NULL && PyList_Sort(result) != 0) {
        /* sorting the list failed */
        Py_DECREF(result);
        result = NULL;
    }
    return result;
}