at one library we used to go to, you can reserve books online and they will pull them aside for you and you just go to the desk and pick them up. at the libray we go to now, reserving means that a book is out and once it comes back in it will be put aside for you and they will call you when they have it. I have a book reserved right now for dd, it is listed as available but it is relatively new to the library and they haven't gotten around to shelving it yet *shrug*
There is also interlibrary loan, where you request items of your library that they do not have and they will get them from another library for you.