Grey literature exists outside of and is uncontrolled by the usual academic and commercial publishers. It includes conference proceedings, occasional and working papers, policy papers and briefs, hearings, reports, and more.
CGS Policy Archive-- collects and archives public policy research publications from US think tanks.
NIRA World Directory of Think Tanks-- indexed by country with descriptions, contact information, and links to organizations' websites.
WWW Virtual Library: Research Institutes-- list of think tank-related links and resources maintained by Wayne Selcher at Elizabethtown College