That's broad, I guess when a cantilever wall or other type will not work? A gravity wall is not nessacarily a requirement, just a type of retaining wall.
I've never heard of a requirement that a retaining wall be a gravity wall pertaining to slope. However, I am sure that there are materials and economic thresholds that will drive the decision-making process. For example, you may find that a gravity wall made of precast concrete blocks makes for a better quay wall than does anchored sheet pile for a variety of reasons.
fya - The "Tennessee DOT Retaining Wall Manual" has a nice summary of the advantages & disadvantages of the various types, in particular see "Table 1" and "Table 2" starting on page 37 of 171, at this link
The FDOT typically uses gravity walls instead of other types of retaining walls when the unbalanced height is 5 feet or less. They have standard details for these walls, reinforcing and summary of quantities all on the standard sheet. It is index 520 with the FDOT standard drawings.
That's not to say that a gravity wall is the best choice for 5-foot walls but it is one instance where wall type and details are standardized. You can design whatever type of wall you want for just about any given height, though some will definitely prove more economical than others.
I think to answer your original question, I consider retaining walls when for minor slopes, slope is greater than 2:1 to 1.5 to one depending on conditions. For major slopes, I would consider walls when the Factor of Saftey against rotation was 1.5 to 1.3 depending again on conditions.