Library Research Guide
Screenplays and scripts are difficult to obtain. Libraries and archives with screenplay collections tend to treat them like archival materials, meaning you can read them onsite, but they do not often loan them out via interlibrary loan.
It is not impossible to get a screenplay, but it is pragmatic to set your expectations.
There are many sites that offer screenplays for sale. Some do not distinguish between a screenplay (the text used by the directors and performers to plan, rehearse and shoot the film) and the transcript, which is simply writing down everything the actors say in the film.
These archives and libraries collect screenplays and make them available for researchers, primarily for on-site use.