Most states have an interlibrary loan program. I great website to visit is
www.worldcat.org. This is a catalog of libraries all across the country. Type in the name of any book (or CD, or DVD, or video, or book on tape) that you want, and your zip code, and you will find which library near you has that book (tape, DVD, etc.)
The catalog is set up to include university libraries, also, which is good if you are looking for particularly obscure or academic books.
Depending on how your local library system is set up, then you can request an interlibrary loan