TREN.com is the Theological Research Exchange Network, which, in practical terms, means it's a place for you to get (theological...duh) master's theses and doctoral dissertations. After you sign up, you'll even find some free resources. The interface is a bit clunky, but it works.
There are a couple of benefits of going to a place like TREN when you need to read that unpublished paper. 1) It's easier to deal with a website than it is to deal with the individual university library, 2) you might get lucky and find they have already scanned it, which means you can start reading it right away.
They are a bit more expensive than I would like, but hey, I'm not aware of any other options. To get a paper copy it's $0.15 per page, microfiche $3-5 per document, and pdf costs vary.
I'm not entirely sure what I would do with microfiche anymore...