I've been thinking about gravity and would like to ask if we actually recorded the speed in which it moves.
This is a very interesting and timely question. There was recently an experiment which aimed to measure the speed of gravity, and there has been some disagreement among scientists over the interpretation of the results.
In the theory of relativity, the speed of gravity should be equal to the speed of light, since the theoretical "particles" that carry gravity (sometimes called gravitons) are massless particles, just like photons (the particles that carry light). The light from the Sun takes 8 minutes to reach the Earth, so that if the Sun suddenly disappeared it would take 8 minutes before it got dark. Similarly the Earth would also feel the effects of the Sun's gravity for 8 minutes after it magically vanished.
In September 2002, two US scientists made some very accurate measurements of the position of a quasar as it passed behind Jupiter. They argued that the exact amount of apparent motion of the quasar (as the path of the radio waves from it was bent in Jupiter's gravitational field) depended on both the speed of light AND the speed of gravity. The measurements they took then proved that the speed of gravity is the same as that of light, ruling out some of the more bizarre modifications to the laws of gravity which have been proposed, and further backing General Relativity (BBC news article on the experiment).
However, other astronomers disagree that the experiment is able to measure the speed of gravity, arguing that the effect is much smaller than the scientists claim and that (in effect) they got their arithmatic wrong when they decided that the speed of gravity did come into the equations. They are not claiming that the speed of gravity is different to that of light, just that it could not be measured in the experiment.
I have to confess that I don't have enough knowledge of the details of General Relativity to know who is right, but I think this is an interesting insight into how science works.
So the short answer is that it is thought that the speed of gravity should be equal to the speed of light, and that there is a ongoing disagreement over whether or not that has actually been measured.
This page was last updated June 27, 2015.