1. The milk has gone sour.

2. He went mad.
3. The man went bald.
4. The old lady went blind.
5. He went weak.
6. She went bankrupt.
7. Bill has gone poor.

(Are they all grammatical?)

All are grammatically correct, yes.

I'd revise #7, though: Bill has become poor.
http://dictionary.reference.com/browse/go
Be sure to read the meanings in the verbs, verb phrases, and idioms sections here.