As quoted by the Grey Literature International Steering Committee (GLISC) (see page 1), grey literature has been defined as:

Information produced on all levels of government, academics, business and industry in electronic and print formats not controlled by commercial publishing.

Grey literature is privately published and typically comes from:

• Government agencies
• Research institutes
• Organizations or companies
• Associations

While not having gone under traditional "peer review", grey literature can be an excellent source when researching topics when governmental departments, non-governmental organizations, and other interested groups not situated within academia are likely to be producing and disseminating information on the topic.

Finding grey literature is challenging.  But there are a few approaches that you can take to add some structure to your search of this type of information:

• Refer to grey literature sources cited in related knowledge syntheses
• Ask experts in the field for relevant grey literature sources
• Search databases that specialize in grey literature
• Search for theses and dissertations 
• Search clinical trials, if relevant to your topic
• Identify government agencies, regulatory groups, and associations 
• Search conference proceedings and newsletters
• Contact known researchers