Bold Greek letters are available using boldsymbol in the amsmath package.
\documentclass{article}
\usepackage{amsmath}
\begin{document}
Let $\boldsymbol\alpha$ be a vector. Call it $\boldsymbol\beta$.
\end{document}
(Note that this is not to be taken as an example of good mathematical exposition.)
Last updated 23 August 2006