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While not considered formally published, dissertations can provide a lot of really useful information. They are especially useful as pointing tools, since their literature reviews and bibliographies are usually very rich sources of information.
I also list them separately here because the FindIt button doesn't work well to link you to the full text of dissertations, so if you come across one in a research database it's best to bring the citation information directly to one of these specialized collections of dissertations in order to find the full text.