In the US, libraries are often part of a network, and we have access to all the materials in the network. So if my local library doesn't have it, I simply request it from another library. They ship it to mine and I pick it up (and return to mine).

Then we also have a larger inter-library loan, where I can request things from libraries far, far away (even in another state). It takes much longer, though, and if it is deemed a popular/useful item, my local library may decide to purchase it and give that one to me rather than use ILL.

You may want to check if your local library has something similar.