Wow! Something I should have known about — Worldcat.

WorldCat is the world’s largest bibliographic database, the merged catalogs of thousands of OCLC member libraries. Built and maintained collectively by librarians, WorldCat itself is not an OCLC service that is purchased, but rather provides the foundation for many OCLC services and the benefits they provide.

I’ve just used it to look up a rare book and it told me which libraries in my part of the world have a copy.