Despite having what seems to be a reasonable level of access via my university subscription, I too sometimes have the same problem, especially for older papers.

Some online resources I quite like for this:

http://www.reddit.com/r/scholar - paper requests fulfilled by people who happen to have access

http://www.libgen.org/ - large collection of scientific articles (and other literature), searchable by DOI

http://www.sci-hub.org/ - proxy service for accessing publisher collections; very unreliable though

Hope this helps with your research!