WorldCat is a database of other libraries' catalogs. It's available on the Library's homepage, under "Databases."
WorldCat includes the catalogs of most U.S. college and university libraries, other research libraries, and the national libraries of some thirty other countries.
Many primary sources (manuscripts, early editions, and reproductions such as reprints, facsimiles, and microfilm) are entered in WorldCat. Once you've identified sources of a work in reference tools like Oxford Music Online, composers' thematic catalogs, and RISM, you can search it in WorldCat and find out which libraries own a copy.
In the WorldCat record for a given edition, look under "Availability", and click the link for "Libraries worldwide that own item."