There are limits to interlibrary loan.
Some of the reasons another library might not share an item include:
- The cost of the item is too much to risk losing it
- The item is too rare, old, or hard to find, and they don't want to risk it
- The item is something that is normally an "in-library" use only
- The publisher does not allow them to share the item with another library (this happens with a lot of ebooks)
It never hurts to ask, though! If you don't ask you'll never know.