Interlibrary loan (henceforth referred to as ILL) is one of those wonderful things everyone should know about, but many people don't. Suppose you have found a book on Scythian flute playing that you are dying to read. You rush to the local Library to check it out and lo and behold, they don't own a copy. The book is out of print, so you can't get it from a publisher. Are you out of luck? No. Most libraries belong to a network of libraries that will lend books, magazine articles and other sources of information to each other.
You can use this marvelous tool by going to your Librarian and politely asking for an interlibrary loan. In most cases you will be asked to show documentation that the book actually exists. This can come from Books in Print, assuming the book is still in print, or from a bibliography listing in another book. They will take additional information such as your name and address, how soon you need the book and whether or not you are willing to pay a lending fee. Some libraries, especially large universities, charge a lending fee that varies from place to place. If you are asking for an article from a periodical or journal, you may have to pay a copying and handling fee, which again will vary.
It can take anywhere from a couple of weeks to several months for the library to locate another library willing to lend the book, so ILL isn't for something you need right away. Most librarians are friendly and willing to help if you are polite and have done your homework.
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