We've always found it difficult to collect print items that have current lists of endangered species. Thanks to the internet, we no longer have to.
For species that reside in the United States, the definitive source is the US Fish and Wildlife Service (the agency that enforces the Endangered Species Act). To access its list, which also includes threatened species, click on the "endangered species" list at the top of the front page. This list can be searched by location and species name.
For international coverage of threatened species, the most comprehensive list is from the International Union for Conservation of Nature and Natural Resources, who maintain a "red list" of threatened species, both plant and animal. The list currently includes information on about 45,000 species, which means some searching is necessary -- there's no A-Z of everything here. You'll probably do a keyword search (such as birds, or hawks), and then on the left, you can narrow by a number of options. Each option will open to list more, which you see by clicking on the plus signs.
The most important option in the left-hand menu is "assessment," because that's where designations of "vulnerable," "endangered," "critically endangered," etc. are listed. You can choose more than one category. The numbers after each category in the plus-sign menus are the number of species that option entails. (As an example, perhaps a depressing one, there are 562 species of birds that are either endangered or critically endangered.)
Another website, Earth's Endangered Creatures, is more user-friendly and makes an excellent effort to be current and accurate, but is not as official, and only lists animals.
For a smaller selection of endangered species, instead of a comprehensive list, you might be able to use the World Wildlife Fund's focus on "flagship species," which they define as the most iconic of the threatened animals.
The Library is adding new books and videos to the collection on endangered and threatened species on an ongoing basis, of course, but none that make a claim to being exhaustive. So websites like these perform an invaluable service.