Due to copyright restrictions, libraries are not authorized to purchase copies of actual cases. Harvard restricts the cases, because they don't want individuals to be able to make unidentified photocopies of entire cases. Instead, cases are available for sale, either individually or in bulk, with a discounted price for multiple copies. Faculty members may also purchase multiple copies of cases, for distribution to students.
Check with your professor about the case that has been assigned. Perhaps they are making it available to students in some way.
If you are told to purchase it yourself, you can buy and download the cases here. (Just make sure you select the right one!)
Faculty interested in Harvard cases can also visit this page.
And, remember, there is a difference between the individual cases and articles that appear in Harvard Business Review. We have the entire run of HBR in our Business Source Complete database and pay an extra fee to allow for classwork use. For more on finding articles in the Harvard Business Review, see this blog entry.