Grey (or gray) literature is:
Source: GreyNet International
It's called grey literature because it can be fuzzy, hard to define, and (in many cases) hard to locate.
Examples of grey literature include:
Using grey literature will help strengthen your research. It can be more current than the literature found in books/journals and thus offer you a fuller picture of the information surrounding your topic. When you search for grey lit, expect to run many searches and click on many links.