|“||You asked me if you were a good man and the answer is, I don't know. But I think you try to be and I think that's probably the point.||„|
|~ Clara Oswald to The Doctor.|
|“||There is good and there is evil, but the line between them can be almost impossible to find. Does one good deed make him a hero? Am I to blame for all of it because of a single mistake? In the end, all I really know is that the answers don't come easy. It's supposed to be simple. But it's not.||„|
|~ Robin in Teen Titans, about good and evil.|
The "Grey Zone" is for morally-ambiguous individuals and organizations. They can be Anti-Heroes, Anti-Villains or both, and often act(ed) as Antagonists. Those characters often appear in mature and dark-oriented stories in which the traditionnal "good vs. evil" scenario does not occur.
Even if they're heroes, their morality is enough decayed to be questioned; their exact nature is debatable, and therefore impossible to truly determine, and it is up for the readers or viewers to make their judgment: while some can see them as heroes, even if they do not approve their methods, some will see them as criminal or even villains. One of the best instance is V who can be see either as a rebellion hero or anarchist, or Rorschach from Watchmen who can be see either as a heroic or villainous vigilante.
On & Off characters who commit at the same time heroic and villainous deeds, such as some incarnations of Deadpool, Rick Sanchez or Michael Afton, or false heroes known as "Heroes by proxy" (such as Yandere-chan or Trevor Philips) also belong to this category.
Their main co-alignment is Chaotic Neutral, as they almost always follow their own codes and rules (even if they're not heroic). They're rarely Lawful Good, though rare exemples exists (as L Lawliet).
HIGHLY IMPORTANT: Heroes who are Pure Good can never be in this category for they remain good whereas it is unknown if Grey Zones are bad or good.
Also, note that Redeemed Villains are not in the Grey Zone, no matter how bad they were, if they turned Pure Good.