Sometimes the information you need to answer a research question will not be found in academic articles or books. Maybe you need to know the government regulations on a topic, or what a community's resources for housing are.
Grey literature is information that is not published through traditional means (in books, articles, etc.). It often comes from organizations that do not usually publish information and may be more current than commercially published material.
Common examples of grey literature include:
Theses and dissertations
Some of these material types you can find through library searching, but for others you will need to turn to the web.