Libraries of the World
And their catalogues

Britain in Print: project aiming to provide free access for all to information about collections of early British books held in twenty-one of the nation's most important libraries.
Canadian Library Gateway
Cataloque Collectif de France
Catalogues Worldwide (by country): from LibDex
LibDex: a worldwide directory of library homepages
Library Associations Around the World
Library Links from BUBL
Library World: a directory designed by library professionals for library professionals
Libraries Around the World
Libraries Online
Lib-web-cats
London Libraries: gateway to libraries in London
LoveLibraries: a campaign to make English Libraries even better
Nordic Libraries: Information Servers (from NetLab, Lund Univ. Library)
The UK Higher Education Archives Hub
UK Libraries Plus
UNESCO Library Portal
WorldCat [OCLC]: search in over 10,000 libraries worldwide
Yahoo Links to Library WWW Pages

I only have links to libraries that have websites. For addresses and contacts for other national libraries National Libraries of the World Address List is a good source.
It is produced by the International Federation of Library Associations and Institutions (IFLA)

There is also a list of National Libraries on the Wikipedia Site