Carlos, I had the same problem as you.  I think it works like this (in
my case, anyway):

1.  Upgrading from Hardy to Lucid doesn't install LVM support--the lvm2 package 
is not even installed by update-manager.
2.  After upgrading ALL packages, resolving many conflicts by hand, getting the 
new kernel installed, etc, I rebooted and the kernel couldn't find my root 
partition because it's in an LVM VG, and lvm2 wasn't installed, so there was no 
lvm in the initramfs.
3.  I booted from a Lucid LiveCD, chrooted, installed lvm2.
4.  I'm not sure if it was absolutely necessary, but I went ahead and installed 
grub2 (grub-common, grub-pc packages).
5.  The install scripts couldn't find my root partition, because of this 
symlink problem.  Apparently the GRUB from Lucid and the lvm2 from Maverick 
don't play well together because of the symlinks created by the newer version 
of lvm2.

I went around in circles for a long time.  Thanks to some bug reports
and forum posts, I was able to get it working by replacing the
/dev/mapper symlinks with the device nodes, then reinstalled GRUB (and
lvm, just to be sure...all the rebooting and chrooting is vulnerable to
typos and human error), and finally all the GRUB and lvm2 scripts worked
and I was able to boot into Lucid.

Upgrading from Hardy to Lucid is supposed to be supported--shouldn't it
work even if users have LVM root partitions?  I suppose that fixing the
upgrade-manager so it installs lvm2 would fix it, but is it really that
simple?  How did this situation slip by testing?  Are there really that
few LVM users?

I imagine other people could eventually upgrade from Hardy to Lucid and
encounter this problem again.  Do we need to file a new bug against
update-manager?

Here are some links for reference, in case they may help anyone else:

http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=544577
http://ubuntuforums.org/showthread.php?t=1581099
http://ubuntuforums.org/showthread.php?t=1520447

** Bug watch added: Debian Bug tracker #544577
   http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=544577

** Changed in: grub2 (Ubuntu)
       Status: Expired => Confirmed

** Tags added: hardy lvm

** Also affects: update-manager
   Importance: Undecided
       Status: New

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https://bugs.launchpad.net/bugs/591454

Title:
  grub-probe: cannot find a device for /boot/grub

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