WorldCat is a publicly accessible online interface to the holdings of all types of libraries throughout the world: currently 57,000 libraries in 112 countries. Tell it what book you're looking for and your zip code or city, and it will pinpoint the nearest library that has the book. Same goes for magazines and journals, video and audio formats. The ability to locate an obscure book is invaluable; but it's also tremendously useful for anyone living in a region with more than one nearby library. California's Bay Area is blessed with an abundance of excellent public and academic library systems and a majority of them are represented in WorldCat, so in my case, it's a real time saver (I do a lot of sleuthing)
By entering your zip code, Book Burro uses Open WorldCat’s web service to display local availability. I currently display the closest 5, although an option to display only libraries within a certain distance might be useful.
The Open Worldcat FAQ has more details.