If you're looking for a print book, there's a few places where you can look.
The Library of Congress seems to group them primarily in D804, under World War II (1939 - 1945).
A good start would be here: JFL Library Search
Searching Outside Our Library's Holdings
If you're looking for books beyond our holdings, this site lets you search both our holdings and those of other libraries. The ones we own are listed first:
Worldcat Search
Memoirs or Studies
Decide if you're looking for memoirs of those who lived through it, or studies and analysis from those who've researched it. A handful of our larger selection include titles such as:
Final Solution -- by David Cesarani
KL: A History of Nazi Concentration Camps -- Nikolaus Wachsmann
Holocaust, Genocide, and the Law -- Michael Bazyler
Man's Search for Meaning -- Viktor Frankl
Night -- Elie Wiesel (Also available as an audiobook from Overdrive)
Hiding Place -- Corrie Tenboom
Holocaust : A New History -- Laurence Rees
Borrowing from Other Libraries
For the items that we don't have, take advantage of our Inter Library Loan service to try to get the item from another library. Plan 5 - 7 business days on average for a book, depending upon how busy our library is, how busy the other library is, how rare the book is, how far it has to come from to get here, etc.
Book Reviews
Don't ignore book reviews necessarily. Multiple book reviews can help give a good understanding of thought on a particular book. If the book review makes the book look interesting then, by all means, get access to that particular book.
You can search specific databases that focus on history, or you can do a broad search of almost all of our databases to see what journals and newspapers you can find. A very broad search can be found here: Holocaust
Date Limiters -- A significant part of your research may entail doing a date limiter on your search. You can do your search on certain terms or camps, but doing a date limit may help you get more primary research materials that were written during or soon after certain events.
New Memoirs New Materials -- Then again, while doing a date limiter may be a good idea in some situations, it may prevent you from getting access to materials that were published after a certain time period as well. Do not rely too heavily on the date limiter. Elie Wiesel's famous work "Night" wasn't first published until 1960.
We have a number of focused Holocaust Studies resources from Gale.
The main link is here: Holocaust Studies