In WorldCat, if you click "Libraries worldwide that own this item" you will see a list of libraries who own the item, presented in geographical order based on their distance from Vassar. If you cannot borrow an item through InterLibrary Loan, you can go look at it in person.
If you need to visit another library or archive for your thesis research ALWAYS CONFIRM AHEAD. Speak with a librarian or archivist to plan your visit. You want to confirm that you will be given access to the library and that the resources you need will be available. You might need to make an appointment, bring a letter of introduction, or another requirement for access. Please feel free to speak with Carol Lynn Marshall before you contact the other library, she has a few tips of the trade she is always happy to share.