Grey literature is material not published commercially and not always available through major databases or search engines.
It can be high quality and may be a great source of up-to-date, local, or alternative information for certain subjects.
Sometimes, grey literature is the only source of information for specific research questions.
Grey literature may not go through peer-review, and its authority must be evaluated.
Examples of grey literature:
Giustini, D. Finding the Hard to Finds: Searching for Grey Literature (2012 Update)