Interlibrary Loan (ILL) is a relatively fast and free service to have books, articles, journals, etc. delivered from another library somewhere in the world to IU Bloomington. You can also use UBorrow, which is similar to ILL, but the books arrive more quickly and you can keep them longer.
While IUCAT lists material available within the libraries on IU campuses, Worldcat collects catalog information from libraries around the world. It also lists which libraries hold what materials, so you can use it to see if books are held at IU. Worldcat can serve many functions, including:
As noted above, Worldcat is especially helpful for Interlibrary Loan requests. In fact, it can even populate your ILL request for you (assuming you are on an IU wifi network or using IU VPN). Simply verify that the item is not held at IU and then click "Request via ILL." See image below.
Everyone is familiar with Google Books, but it can be a lifesaver as a graduate student, especially if you use published material that is out-of-copyright. Note that you will need to click "more editions" to find the other volumes of a particular journal or magazine.
Like Google Books, students can use Hathitrust to find the full-text of out-of-copyright books and journals. Unlike Google Books, it is easy to determine which journal volumes are available in Hathitrust (just click "catalog record"), but Hathitrust sometimes responds more slowly than Google Books.