Text or email the call number to yourself.
Borrow Direct or Interlibrary Loan are great options for requesting a book that isn't currently available at the Columbia libraries.
Worldcat searches libraries worldwide. Using Worldcat, you can quickly find out if an item might be available at the NYPL, or another academic library (if the latter, try Borrow Direct or ILL to request from off campus).
The NYPL catalog searches the circulating and non-circulating research collections at the New York Public Library. The Archives and Manuscripts search page allows for exploration of special collections.