It's never stated what happened to that particular ship. However, when we run into Blon Fel-Fotch again in the episode "Boom Town", we discover her plan to basically blow up the Earth and use her extrapolator surfboard to ride the resulting wave to freedom.
Given that she needs to do something quite so drastic and ridiculous to get off Earth, we can safely assume that the Slitheen craft in the Thames is damaged beyond repair, or too secure to get her hands on, or both.
I think @Tim is close with his comment, but given how early in the series these episodes with the Slitheen family occur, I think it's more likely that Torchwood took the craft, not UNIT. As a result, there's a good chance it was lying around somewhere amongst the other Alien paraphernalia when the 10th Doctor, Rose and Jackie were taken to Torchwood Tower in Canary Wharf.
As Yvonne says: "If it's alien, it's ours".