Deep beneath the Masonic temple. But you will find more than books there. Like divinized necrotic tissue waiting to be beheld (and put to use). Take great care if you proceed. The Ur-substance of all that is could retract if an attempt to reach it fails and is noticed by the eyes of Time.

Also, the theosophical society is in center city. Might be up your interests alley. They pay homage to the modern cult of the fact-ish gods we currently worship, but specialize more in esoteric history and practices.