Grey literature is generally material not published commercially or indexed by major databases.
A more complete definition is information "produced on all levels of government, academics, business and industry in electronic and print formats not controlled by commercial publishing i.e. where publishing is not the primary activity of the producing body." (http://www.greynet.org/)
Based on University Libraries, University Washington http://guides.lib.uw.edu/hsl/qualres/grey
Reports, preprints, working documents, research papers, theses and dissertations, clinical trials, bibliographies, newsletters, patents, statistical documents, white papers, pamphlets, informal communication (e.g., blogs, podcasts, email), and more.