Here are international resources that each give a general introduction to grey literature.

Australia

Grey Literature library page [University of New South Wales, Sydney]: [STUDY GUIDE]
https://www.library.unsw.edu.au/study/information-resources/grey-literature

Grey Literature Unit Guide [Queensland University of Technology]: [LIBGUIDE]
http://libguides.library.qut.edu.au/c.php?g=428086&p=2923155

For Researchers: What is Grey Literature [Southern Cross University] [LIBGUIDE] 
https://libguides.scu.edu.au/c.php?g=694403&p=4926902

Canada

Grey Literature  [Bow Valley College] [LIBGUIDE]
http://bowvalleycollege.libguides.com/grey-literature

Grey Literature: About Grey Literature [Sheridan College] [LIBGUIDE]
http://sheridancollege.libguides.com/c.php?g=509087&p=3481770

Specialized Resources [Gambling Research Exchange (GREO)]
https://www.greo.ca/en/greo-resource/specialized-resources.aspx

Grey Literature [University of Victoria] [LIBGUIDE]
https://libguides.uvic.ca/c.php?g=256731

United Kingdom

Grey Literature [University of Leeds] [RESOURCE GUIDE]
https://library.leeds.ac.uk/info/1110/resource_guides/7/grey_literature

Grey Literature [Resource Guide, Lancaster University] [RESOURCE GUIDE]
http://www.lancaster.ac.uk/library/resources/grey-literature/

United States

Grey Literature: What is it and Where do I Find It? [East Carolina University] [RESEARCH GUIDE] http://libguides.ecu.edu/greylit

Grey Literature [Shimberg Health Sciences Library, University of South Florida] [LIBGUIDE]
http://guides.lib.usf.edu/grey_literature

Grey Literature [University of Michigan] [RESEARCH GUIDE]
https://guides.lib.umich.edu/greyliterature 

Grey Literature [Duke University] [LIBGUIDE]
http://guides.mclibrary.duke.edu/c.php?g=158169

Grey Literature Resource Guide: General Resources [Norris Medical Library, University of Southern California] [LIBGUIDE]
http://norris.usc.libguides.com/c.php?g=293836&p=1956792

Survival Guide for Scholarship, Dissertations, Theses, and Scholarly Projects: Introduction to Grey Literature [Massachusetts General Hospital]
https://libguides.massgeneral.org/c.php?g=650998&p=4565186