Grey literature is generally material not published commercially or indexed by major databases.
A more complete definition is information "produced on all levels of government, academics, business and industry in electronic and print formats not controlled by commercial publishing i.e. where publishing is not the primary activity of the producing body." (http://www.greynet.org/)
Reports, preprints, working documents, research papers, theses and dissertations, clinical trials, bibliographies, newsletters, patents, statistical documents, white papers, pamphlets, informal communication (e.g., blogs, podcasts, email), and more.
The Deep Web, also known as the Invisible Web, is a portion of the web not reached by standard search engines, such as Google and Bing. Less than 10% of the web is indexed by search engines, with the remaining 90% of web content called the Deep Web. It is estimated to be 2-500x bigger than the visible web.
Here are some general resources to search the Deep Web:
An Institutional Repository is a virtual space where a university or research institute collects and preserves its research and findings. Information in Repositories is considered grey literature since these resources are not traditionally published.
Reports and Research:
Benzies KM, Premji S, Hayden KA, Serrett K. State-of-the-evidence reviews: advantages and challenges of including grey literature. Worldviews Evid Based Nurs. 2006;3(2):55-61.