If you've used Google Books to find multi-volume works, you know that it can be an exercise in frustration. If what you're looking for is a one-volume book that was only ever published once in one edition, then you won't have much of a problem. If you're looking for a multi-volume work or something that was published in multiple editions, then you will probably have a more difficult time of it.

John Mark Ockerbloom of the University of Pennsylvania has compiled a list of techniques for finding multi-volume works. The technique that usually best works for me is to go to the library catalogs of Harvard and the University of Michigan and try to find what I'm looking for there. If they've digitized their books, they'll include links to those digitizations. This can sometimes be better than searching Google Books since, weirdly, even though the digitization may be hosted by Google Books it cannot be found through Google Books.

Another website that has digitized books is the Hathi Trust. A downside to their digitizations is that you cannot download a pdf of an entire book. If you search their catalog and find a digitized book you are interested in, you might want to search the catalog of the library that uploaded the digitization to see if they have an electronic file of the entire book on their website.