The definition of grey literature is evolving but it is generally defined as content that is produced and published by non-commercial private or public entities including pressure groups, charities and organisations such as the OECD, World Bank and WHO. See also Grey literature - an overview.
Below are some useful sites for finding grey literature. Some links will take you to databases which UCL Library Services subscribes to. These require that you authenticate with your UCL userID and password. Be sure also to checkall relevant subject guides for subject-specific sources of grey literature.
Google and Google Scholar also list grey literature. However, combing through a large number of results can often be time-consuming so only use this as a source only if you know the title of a report, working paper or conference paper.
Grey Literature adds another layer to your research and provides a different perspective thereby making your research more interesting. However, it is important to evaluate grey literature sources carefully by considering the credentials of the entity that produced the information as there may be inherent biases associated with the production of this information.