One of the most basic things to understand about transliteration or romanization is that there is no one system used everywhere in the world.
This image shows several transliteration systems for the Russian language. ALA refers to the Library of Congress system which is used in US and UK libraries. The other important systems to mention are ISO and DIN. DIN is the transliteration system used by German libraries and ISO is used by Finland, France and most of Eastern Europe. These differences are essential in being able to find the materials you need.