Make a list of the kinds of sheet music you want to find. You may want to concentrate on a music genre such as jazz, blues or ballads, or a certain era, such as the 1920s. If you are collecting for the cover art, you might want to narrow down your search by limiting yourself to covers featuring movie stars, historical figures or some other theme. Decide whether you need the actual paper sheet music or a digitized, printable version.
If you want to locate a specific piece of sheet music, do an Internet search for the music by typing the title and composer of the song into a search engine. You will be able to locate a specific song sheet either in a digital archive or for sale at a music or rare book dealer. Many antique dealers who sell sheet music run online stores. Check online auction sites for vintage sheet music, too.
Check digital archives of old sheet music. For example, the Library of Congress has a large sheet music collection which is part of its American Memory collection. Duke and Johns Hopkins Universities have also made their rare sheet music collections available online.
Make a list of secondhand book dealers and music dealers to email or call. Contact several to see if they sell the type of sheet music you want.
Go to estate sales, since most older homes where estate sales are held will have a box or two of old sheet music among their furnishings. Flea markets are also a good source. The prices for sheet music at estate sales and flea markets are often quite reasonable, too. You can find flea markets and estate sales advertised in the classified section of your local newspaper.