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.
Library of Congress (LC) Romanization tables. This is an excellent resource when you are looking to find out how titles will be transliterated in U.S. catalogs for virtually every non-Latin script in the world. It is very important to keep in mind that this form of transliteration is not used in all libraries everywhere. It is very important to look at the notes for various letters here as it can be essential for finding the proper transliteration.