I've read Annie's lore and it says she's from the Gray Order. What is that? Are there any other champions from the Gray Order, or any place I can read more about the Order?
The Gray Order is a sort of rebel group formed by Gregori Hastur, a warlock, and his wife Amoline, who is a witch. Because of several attempted coups against their leadership, the immortal General Boram Darkwill, any political groups or politically motivated citizens of Noxus that are not the same as the governments are violently put down. Because Hastur and Amoline believe in practising and learning the Dark Arts/Black Magic while leaving their neighbors and other countries in peace (Pretty much heresay in militaristic Noxus) they were cast out of the country. Since I can't imagine they'd be welcome anywhere else, Hastur and Amoline (Annie's parents) left the country in an exodus, bringing with them other intellectuals and magicians of the dark arcane arts in order to study it and learn its secrets in relative peace.
They've made a colony beyond the Great Barrier (Inhospitiable lands destroyed by the Rune Wars that used to be fought all over the continent. Which is why there are so few counties left I suppose) in what are called the "Voodoo Lands", which are especially hostile lands north of the Great Barrier. Annie's bear, Tibbers, is an example of the wild life that can be found in the Voodoo Lands. This means several strong, deadly bears just as bad as Tibbers, or worse, are constantly near the colony. Since the colony still survives with those things nearby and in such a harsh place it can be said that the Gray Order is somewhat powerful in that its members are adept with their knowledge of the dark arcane. Annie's parents have some sort of reputation for being powerful wizards as well, which adds to the supposed strength of the Gray Order, as they are known as the Gray Warlocke and the Shadow Witch, respectively.
This is all from Annie's Lore, so far no other mention of the Gray Order can be found (By me anyway. There might be small tidbits in the Journal of Justice that I havent found yet.)
Speaking of which, the only place where you could find more information on the Gray Order would be the Journals of Justice avaliable under the lore section in the LoL game client lobby. However, I don't recall anything being said about them, but feel free to look here: http://na.leagueoflegends.com/story/issue-1-13-july-20-cle
From that page (The first issue) you can access all the other and see if there's any more lore about the Gray Order.
Sorry, but the Gray Order hasn't developed much. You could always make a post on the League of Legends forums and the Reds (Riot Employees) will usually take notice when they can. Short of that, you should try looking on Fanfiction.net to see if there is anything you can read about it, created by fans of the game.
The Voodoo lands were colonized by Noxus outcasts - The Gray Order. They left their homes to pursue dark magic. The leaders were a Warlock and a Shadow Witch whose daughter was Annie (The Dark Child - possibly a play on her parents names as well as their magic)
Tibbers is a Shadow bear that used to attack the Gray Order constantly. Annie turned him into her pet - usually keeping him bound by magic as her stuffed bear.