Grey literature refers to both published and unpublished research material that is not available commercially.
Some examples of grey literature are:
Grey literature can be the best source of up-to-date research on some topics note however that grey literature is usually not subject to peer review and must be evaluated accordingly.
This guide to Grey Literature will provide links to some high quality sources:
These are search engines which will search for research datasets which have been published. Of the list, only Elsevier DataSearch will find data that has been published as supplementary material. Just as with general internet search engines, there is not one which will find all the datasets so you may have to search across multiple sources.