Gray literature is a concept that refers to a wide variety of unpublished or informally published information from different groups such as professional associations, research institutes, government agencies, and non-profit organizations. It is usually difficult to track down this type of information because it is not published commercially (e.g. in a research journal), nor is it widely accessible.
For a more in-depth discussion of the definition of gray literature, please see "Toward a Prague Definition of Grey Literature" by Joachim Schoepfel, specifically page 18.