Two such supersized book collections are often referred to as Munsell and Rider.
The earliest indexes of genealogies and other works containing genealogical information was published by Joel Munsell Publishers. Thus the name Munsell or Munsell's Index. The full title is Index to American Genealogies (and to Genealogical Material Contained in All Works Such as Town Histories, County Histories, Local Histories ... and Kindred Works). This was reprinted in 1967 by the Genealogical Publishing Co. of Baltimore, Maryland.
Munsell's Index contains supplements covering the publications indexed in the early 1900s. It is basically a surname index. Localities are not indexed, except for main surnames contained within an article. In 1899 a companion volume was published which contains pre-1900 information. This is List of Titles of Genealogical Articles in American Periodicals and Kindred Works.
To locate Munsell's works, enter the title in the search box at WorldCat. This will give you information on the libraries that hold the collection and also the distance from your home to that library. If you are making a research trip to a major genealogy library, be sure to add Munsell to your "must check" list.
American Genealogical-Biographical Index was begun by Fremont Rider. It is published and owned by The Godfrey Memorial Library as an ongoing series. There are approximately 200 volumes to date. There are over 4 million names, statistics and sources in the index. These include everything from county histories to military lists. The Boston Evening Transcript which contained a genealogy column, is also indexed by the Rider publication. There are over two million records indexed from the newspaper, 1906-1941. This series of books is known as Rider and also AGBI. If you have New England ancestry, this is a must to check.
AGBI is available on CD and you may find it in that format in a library. It is also available as a subscription database on Ancestry.com. You can also request an AGBI search from Godfrey Memorial Library, 134 Newfield St., Middletown, CT 06457. If you are e-mailing, the subject line should contain AGBI request and send to email@example.com.
As with Munsell, it is a good idea to query WorldCat for locations of the AGBI near you. If you are traveling, make a list of the libraries where it is found and take time to check it out.
According to Ancestry.com the estimated name count in the AGBI is 3,685,947. As an example, from Ancestry.com, I entered the name of Abigail Jenney who was born in England and came to Plymouth Colony with her parents. They reference her to page 472, Volume 90 of the AGBI. The information on that particular page pertains to the genealogy columns in the Boston Transcript. The dates range from 1906 to 1920 and there are several entries.
The AGBI indexes much more. For example, the query on Ancestry.com for Abigail Foote, born 1777 shows up on the AGBI Volume 56 page 206. Then it references her to page 240 of the book Genealogical and Encyclopedic History of the Wheeler Family in America by Albert Gallatins Wheeler, published in Boston in 1914.
With all of this indexed information, you can begin a quest for the actual sources, which may be found on microfilm through the Family History Library (LDS) in Salt Lake City, on-line as digital images or at other large libraries. These volumes of indexes open doors for genealogical research. Who said old supersized books don't hold treasures?