Grey literature is defined by the Luxembourg convention as "that which is produced on all levels of government, academics, business and industry in print and electronic formats, but which is not controlled by commerical publishers." It often includes, but isn't limited to: reports, memoranda, conference proceedings, standards, technical reports, white papers, government documents, dissertations, and theses.
Read more about grey literature at: http://www.nlm.nih.gov/nichsr/greylitreport_06.html