I think MichaelW hit it about right. Vehicles leak oil some leak a lot. Some also burn oil, the exhaust of which settles on the road. Then there is the everyday dirt and grit that tires pick up and fling off as they roll merrily along. Once it starts to drizzle a little all of these quality ingredients blend into the lovely grey/black concoction called road grime. You also get a certain amount of the grit clinging wherever the tires tossed, but that rinses off pretty easily. Road grime is more tenacious. On your rims, it makes your brakes play pretty music, too.