It’s not possible for any library (even UIUC’s library!) to buy every book that’s out there. However, the Library has compiled a list of local booksellers for your convenience: http://www.library.illinois.edu/services/bookreferral.html.

[Edit: the Amazon Affiliates program in which Amazon purchases can benefit the UIUC Library has been canceled due to the imposition of a new Illinois state tax law.]