Both guides to the literature and bibliographies are lists of books, articles or other documents or media. Lit guides can cover an enormous range, such as the AHA guide to historical literature does: a list of monographs covering history of all periods from antiquity to 1995 and about all countries and geographic areas. Book-length bibliographies often present a selection of what the compiler believes are the most useful or most scholarly sources on a particular topic, place or person, such as the Bibliographic guide to the two world wars which is itself an extensive list of further guides, bibliographies, reference sources (such as encyclopedias), periodicals, biographies, and organizational papers.
Why start here instead of heading right to the Library Catalog? Because the compilers of these sources are usually scholars who are authorities on the topic which is the focus of the guide and so have chosen particularly useful sources from among hundreds or even thousands of sources. Additionally, the annotations often created for each item in the list can give you a sense of why it is an important document on this topic, event, or person. Yes, you will still have to use the Library Catalog or the JOURNALS list to find the items listed, but you'll have a head start on discovering authoritative secondary sources and often primary sources as well.
Bibliographic Guide to the Two World Wars by 
Primary sources in European diplomacy, 1914-1945: a bibliography of published memoirs and diaries by 
World War I memories: an annotated bibliography of personal accounts published in English since 1919 by 
