"Weird" is subjective, of course. For the reader who might want to build a collection of their own, it's worthwhile to consider the definition and the parameters of such a term for themselves. To my mind, it covers quite a bit of ground. I have a broad range of interests, but hyper-specificity might be a wonderful way for someone else to plan a collection. For instance, one might start a shelf of specifically UFO books; but then, one might limit that to UFO books from the 1950s. Further still, the focus could be just on contactees of the 1950s, and could be focused even more on just one or some of them. UFOs are also an obvious example of Weird, and one could argue that any such granular focus on a particular subject is weird by virtue of its singular theme. Pop culture obsessions often engender this kind of weird collection, and its really that kind of enthusiasm that is a cornerstone to a well cultivated collection. For myself, such focuses are rare. My bookshelves buckle these days because rather than focusing on one or another Weird Thing, I have opened the aperture of my strange lenses to include a wide variety of subjects into my frame of Weird.
Labels and strict categories have classically been anathema to my understanding of how Things work. As a pattern seeking species, humans love to label and define and delineate, and thus become masters of reality by "knowing" an awful lot about phenomena simply because they've assigned a name to it. This isn't a criticism, really; of course we need some rubric, some system to work with to build a consensus knowledge base from which we can both teach and learn. When the phenomena in question is purely anomalous, it becomes even more difficult to assign labels since by definition, no one can really claim to "know" much of anything for certain about it. We can, however, draw from a wealth of writings and form our own ideas about what can broadly be described as Mysteries. Tangential to these are a myriad of other subjects which are less mysterious but no less fascinating.
This is all to say that my own attempt at building a Weird Library contains volumes that in themselves aren't weird per se, but rather have relevance to others that are. There is a broad range in what one might describe as quality, or verisimilitude, or reliability. Some are incredibly problematic, while others are harmless or neutral. Broad categories included, which often intersect and overlap in ways that make shelf organization nearly impossible, span the gap from fringe to outer fringe. While many of the selections are wacky and amusingly absurd, that's not true of all of them- and inclusion in the library should not be read as an insinuation that they are.
Alongside subjects such as cryptozoology, UFOlogy, parapsychology and mysticism, we can venture toward more widely accepted fields of study and their relationship to it. For instance, books like The Man Who Mistook His Wife For a Hat by Oliver Sacks might help shed some light on how malleable human perception is, and how easily it can be altered by neurological affects. It's a popular book, written by a respected doctor, but when one considers the implications of just how fragile our grasp on phenomenal reality is one is forced to contend with that in reports of anomalous encounters. Similarly, when we look at magical traditions, we might include religious texts that informed them. It would be offensive and disrespectful to describe religious literature as "weird", but books like The Bhagavad Gita or tracts from the contemplative Christian tradition such as The Cloud of Unknowing are instructive when considering the roots of our modern systems of magic. There are so many tangents one might follow from the above fringe subjects that might lead to including hard science books, books by hobbyists, art books, biographies, folklore, history, anthropology, and popular fiction- there is quite literally no real limit. Engage your curiosity, feed it, and let it grow.
To those interested in cultivating such a library, I would suggest, as Charles Fort did, that they begin as one might when measuring a circle- start anywhere! I might further and perhaps more helpfully suggest that the best way to grow such a collection is to do so organically. Once you've begun with a handful of books, pull on the threads and sources of the ones most interesting to you. Look at bibliographies and footnotes, and track down books cited there as potential additions to your library. Find criticisms online of these books, and track down books that have the opposing view of whatever subject it is you are interested in. Biographies are particularly good as examples of texts which will cover the same subject but be wildly different in their appraisals- and sometimes even in the "facts"! Sometimes, passing mentions in books can open up a whole new avenue of discovery, for which the Inquiring Student of the Weird may prove an opportunity to treasure-hunt more Weird volumes. Further, if you find a stumbling block in the form of references you don't understand, that may be an indicator that you need to expand your library in that direction to find out for yourself what they mean. To quote the wonderful occultist and researcher Maevius Lynn in a recent video , use your lack of knowledge on a subject as an invitation to learn more. As an example from my experience, Theosophy is a very influential and pervasive current in all manner of fringe books. I found a copy of Madame Helena Blavatsky's The Secret Doctrine years ago, and it sat on my shelf like the Sword of Damocles as something that I knew I'd someday have to read in order to understand the tradition more fully. These days, it is something I have read- and I feel much more informed and better for it.
Now that we have some direction, a few recommendations for sourcing these books might be appropriate. For those fortunate enough to have used book stores around them, I would recommend regularly checking in to see what offerings they have. I am fortunate to be within reasonable driving distance of some very good ones, such as Grey Matter Books, which has a section called "Books of the Weird".
A "Weird Books" section, I've found, tends to be tucked away in the back of the store where it won't embarrass the shop keeper... but that's not always the case. Grey Matter's section is prominent in the front room; I was thrown for a loop in Maine once when I scoured the store for more than half an hour only to discover the weird books were directly in front of the register, near the entrance!
A great deal of booksellers do not cater so easily to us weirdos, though, so hunting for strange titles becomes a little more of a task. Think of it as a treasure hunting expedition or Easter egg hunt. Sometimes odd volumes are miscategorized; I have found classic UFO books in the Science Fiction section before. Sometimes arcane books of magic and occultism are tucked away in the Religion or Spirituality section. Categories like Folklore, or Local History are often worth glancing at- often there's at least something a little odd there. If used bookstores aren't so prevalent in your area, or if you lack really good ones, most established shops with such books have a presence online. Support your independent bookshops!
Beyond the bookshops, check out thrift shops, antique stores, and yard sales. Estate sales sometimes yield great treasures, especially if you are lucky enough to find one with its own Weird Library. I once scored a box filled with dozens of UFO related paperbacks, relatively cheaply, from the estate of a man who had been a MUFON investigator!
If all else fails, you could try magic. I have, astoundingly enough, conjured rare books out of the ether using my own idiosyncratic methods...
For those who share my enthusiasm for such things, this can be a very fulfilling hobby. It can also take over your life and your living space- there never seem to be enough bookshelves or places to put them. Be mindful of your family or cohabitants, and establish boundaries so that it doesn't drive a wedge in personal relationships. Also, be safe! Modern bookshelves should be secured so they can't tip over, and rogue stacks of books can present tripping hazards or fire hazards. Every once in a while I'll watch an episode of Hoarders to keep things in perspective. Don't let it get that bad!
It is my hope that the particular kind of weirdo that really enjoys these things, who has a genuine interest and curiosity about the out-of-the-ordinary, will benefit from my ramblings here. There are a great many barriers to having such a collection, first among them the fact that even if interested most people simply wouldn't want that many books cluttering up their home. This is absolutely reasonable! If you are among those people, or are simply curious about the books I've collected, I have started a YouTube series in which I showcase them called "Selections from the Weird Library". I hope you enjoy seeing some of the books and hearing about what they mean to me.