They are typically personal consumables, such as shampoo, dry food. Nestle, Proctor & Gamble and Unilever are some of the biggest FMCG companies. The issue is cutting cost in the supply chain, hence the importance of warehousing.
I don't know of a hard and fast definition, as people use FMCG in different ways. Some people would include cigarettes and alcohol, but some would not (different logistical issues). Look at their websites for the types of products they produce



