I know a few book collectors and privately published books often are hard to get. Sometimes they show up on eBay and that is where they go to search for them. The other method is looking for logical family members who may have a copy. Here is an example. Francis Gurney DuPont has a biography that was paid for after his death by a descendent. It was privately published via Wm M Fell Company of Philadelphia about 50 years after his death. The publication was limited to 300 copies which were distributed to family members. Some copies ended up with historians that specialize on the DuPont family but most are still in private hands just being passed down generation to generation.
Sometimes they can appear in a place like Google Books if they managed to acquire the rights for the book and want to resell the e version.
A final method is to look for logical historical societies where they might have been donated.