Greys (also called Little Green Men) are the most common depiction of aliens in the United States. They are believed to have large, round heads; small bodies and silver or gray skin. Most UFO sightings and claims of abductions are supposedly orchestrated by the Greys. These aliens are the ones shown on most Roswell memorobilia.
In the game, Perfect Dark, Joanna Dark works alongside the Greys (called "Maians") against the Skedar, which look much like Nordic aliens.
The Furons of the Destroy All Humans! game seriesseems to be based, at least in part, on depictions of Greys. Same with the aliens from Fallout 3's Mothership Zeta add-on pack.
Greys are featured in the Video game "Area 51" .
According to Paul, the lead character of the movie of the same name and another Grey (his actual species is not stated), his species have been releasing images of themselves to humanity so that when they finally do make first contact, we won't attempt to destroy them in fear.