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Generalized free fields have been introduced by Greenberg as a new class of models for local quantum fields. They can be characterized in several equivalent ways, for example by the requirement that their correlation functions factorize into 2-point functions or that the generating functional for the correlation functions is a Gaussian. But in distinction from a canonical free field, a generalized free field is not the solution to an equation of motion, and its 2-point function has the form of a superposition of the 2-point functions of the Klein-Gordon fields with different masses (the superposition being determined by the K\u00e4llen-Lehmann weight). A stress-energy tensor for the generalized free field is constructed as a limit of Wightman fields. Although this limit is singular, it fulfills the requirements of a conserved local density for the Poincar\u00e9 generators. An explicit ``holographic'' formula relating the Klein-Gordon field on AdS to generalized free fields on Minkowski space-time is provided, and contrasted with the ``algebraic'' notion of holography. 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