You can use the Family History Library in Salt Lake City, in any one of its numerous Family History Centers located in cities and towns world wide, or on the web at familysearch.org. It is the largest and best genealogy library in the world and you will find much -- not all! -- of what you need to research your family by taking advantage of the resources found here.
Almost anything that is held in microfilm or microfiche can be borrowed at a Family History Center near you. (The cost is about $6.00 per film). It must be used at the FHC. You will be amazed at the records that you can have available to you by filling out a form, paying $6.00 and waiting a few weeks for it to arrive.
Many genealogists eventually decide to make a trip to the Family History Library in Salt Lake City -- where you can use both books and films to your heart's contet.