The term grey literature refers to all information that isn't commercially published. This can include the following types of documents:
Including grey literature in a systematic review can strengthen the overall product by minimizing publication bias. All sources of information, including grey literature, which is rarely peer reviewed, should undergo quality assessment and appraisal before being included in the final SR analysis.
For a more detailed explanation, see ITEM 2A: ONLINE RESOURCES of the PRISMA-S Explanation and Elaboration document.
ClinicalTrials.gov is the result of a government mandate requiring clinical trials to register with the US government regardless of their intent to publish results. Including ClinicalTrials.gov in your search strategy can potentially strengthen a systematic review by including data not found in the published literature thereby minimizing bias.