Use GNU Radio to extract information from a VOR signal
I'm not aware of any existing application.
Azimuth Estimation
However, wouldn't VOR (VHF Ominidirectional Ranging) consist of two relevant signals:

the reference signal, a 30 Hz signal frequency-modulated onto a  carrier not too far of the nominal system frequency
the rotating beam signal, which is phase-delayed proportionally to the azimuth

with the direction information in the phase difference between reference signal and beam signal?
so your first implementation would look something like

demodulate the FM signal and estimate the phase
estimate the phase of the pulsed beam signal at its maximum
compare these two

A more stable second implementation would phase-lock an internal oscillator to the reference signal. An even more advanced receiver could then e.g. apply a Kalman filter to the observed azimuth.
Morse Decoding
I'm also not aware of any Morse/CW receiver in existence (there probably is – a good idea is just asking for this isolatedly on http://ham.stackexchange.com , or the GNU Radio mailing list.
Decoding human transmissions is probably non-trivial, since humans tend to have suboptimally stable symbol clocks, but an automatic transponder might be relatively easy to decode – just find the shortest reasonable &quot;dit&quot;, everything significantly longer is a &quot;dah&quot;.