Grey Literature is
“…information produced on all levels of government, academia, 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.”
Schnopfel J. Towards a Prague definition of grey literature. Presented at: Twelfth International Conference on Grey Literature: Transparency in Grey Literature. Grey Tech Approaches to High Tech Issues. Prague, 6-7 Dec 2010, Czech Republic. pp.11-26. Available from: http://archivesic.ccsd.cnrs.fr/sic_00581570/document
It can be used to supplement books and journals when conducting research as it provides a different perspective and is commonly more current than different materials.
Examples of Grey Literature include:
and many more which you can find here.