This diagram provides a visual representation of the various sources and types of grey literature commonly searched when conducting a systematic review:
Image obtained from: Rose Relevo Slide Presentation from the AHRQ 2011 Annual Conference 9/20/11
http://www.ahrq.gov/news/events/conference/2011/relevo/index.html
Every database works differently. These resources provide guidance on searching different databases.
The resources below provide detailed guidance on how to approach searching grey literature.