The University of Chicago Library has a collection of over 12 million volumes of materials in all formats (print or digital, written, audio, video, etc.), and you have access to even larger collections through the catalogs UBorrow (Big Ten Academic Alliance), BorrowDirect (the "Ivy Plus" schools), and WorldCat (aggregating libraries from around the world). The Center for Research Libraries (CRL) and Newberry Library are major research collections of primary source and archival materials available in Chicago. Materials from the CRL, UBorrow, BorrowDirect, and WorldCat can be requested through Interlibrary Loan. The following tips will help you when searching these catalogs.
Once you find a relevant work in the UChicago libraries, go to the shelves to find it. Call numbers are assigned based on what a book is about, and so you will likely find other relevant titles to your research on the shelves alongside what you initially came looking for.