You can use a public mysql server for GO.

for example, you could use a variation of the following query ( http://wiki.geneontology.org/index.php/Example_Queries#Find_ancestors_of_the_node_.27nucleus.27) 'Find ancestors of the node 'nucleus'"

 SELECT DISTINCT
        ancestor.*, 
        graph_path.distance,
        graph_path.term1_id AS ancestor_id
 FROM 
  term
  INNER JOIN graph_path ON term.id=graph_path.term2_id)
  INNER JOIN term AS ancestor ON ancestor.id=graph_path.term1_id)
 WHERE term.name='nucleus';

Ok, I found something!

Go here http://www.ebi.ac.uk/QuickGO/GMultiTerm#a=&tab=choose-terms

There you can enter a list of GO IDs, and then you can click on the "add to graph" symbol. Very easy to check the relation between GO-Terms!

Download the gene_ontology.obo file, and search for the is_a: fields of the relevant records. The file is a simple text format, and easy to parse.