What is grey literature?
Grey literature is research produced outside commercial journal and book publishing: government and NGO reports, theses and dissertations, conference papers, working papers, preprints and technical reports. Systematic reviews search it to reduce publication bias, since studies with null or negative results are less likely to reach journals.
Institutional repositories, preprint servers and CORE are good places to find it.
Its quality varies, so appraise it with the same care as journal articles.