The collections at the University of Cambridge are extensive to say the least but there may be certain first hand sources or particularly rare texts that cannot be requested and require you to go further afield.
Interlibrary Loans allow you to access material not held within the Cambridge University Collections via a simple online form. Then there are library catalogues, like Library Hub Discover and WorldCat, that allow you to identify and find copies in other libraries of books which might not be held at Cambridge. Library Hub Discover searches over 100 academic libraries across the UK and Ireland (including Oxford and the British Library) while WorldCat has an international scope.
For archives, try the National Archive and Archives Hub - both for physical and digital archives, of universities, museums, galleries, the media, medicine, industry, business, and more.
And last but not least, when it comes to searching grey literature, that which is produced outside of traditional publishing and distribution channels, Google is your friend!
Image credits
CC0 by JJ Ying via Unsplash