Simply put, grey literature consists of materials that are unpublished or have been published outside of the typical commercial publishing environment. Grey literature can consist of reports, articles, presentations, theses, conference proceedings, government documents, and much more.
Grey Literature can be difficult to locate because it is usually only found outside of the standard research databases.
If you are conducting an in-depth literature review or systematic review on a particular topic, it is important to search for grey literature in addition to studies and articles found in traditional databases to ensure that you haven't missed anything important or useful.
Learn more about grey literature and where to find it on this guide from Penn Libraries (University of Pennsylvania).