Where can I find gray LCD (like the one in a calculator)

I am looking for a very cheap LCD like the ones install in calculators or something like this.
What are they called? Can they be connected easily to an Arduino?

You mean a seven segment LCD display like this:

Try searching for "LCD" on adafruit.com or sparkfun.com or "lcd arduino" on ebay. Just make sure it is Hitachi HD44780 compatible so it'll be easily connected to the arduino.

All I can come up with are the LED 7 segment type (1,2,3 or 4 digits)...

Like this?
http://www.ebay.com/itm/LCD5663R-25H-IEE-Seven-Segment-Numeric-LCD-Display-NEW-2-75-x7-8-/370290491980?pt=LH_DefaultDomain_0&hash=item563708824c

http://www.ebay.com/itm/8-DIGITS-7-SEGMENT-LCD-DISPLAYS-GLASS-2-PCS-/320778989149?pt=LH_DefaultDomain_0&hash=item4aafeaee5d

They are not really easy to interface. They have loads of (possibly multiplexed) lines.
You will need to expand the output ports or get a controller IC.

Where can I find gray LCD (like the one in a calculator)

From a calculator?

I buy cheap calculators from Walmart and take them apart. They go for about $1 each.

The issue with those types of calculators is that the ribbon is not solder-able. They are instead taped to the pcb. So your own option is to sand away the paint and then solder fine copper wires to the traces on the pcb.

But otherwise it works like a charm.

You can reuse the keypads + casing too.