You also sometimes need a particular book even if the information is available online. I was self-studying for some A-levels, and needs the books that were based on the curriculum. I put in a request with my local library, and a few days later I had a stack of six (or so) books waiting for me.

I still wish I'd found more time to make use of the Cambridge University Library during my degree. It's a tremendous place to work, but I never really took full advantage of it.