Books about theatre are in the PN subclass of the library stacks and reference stacks. For individual playwrights, look in the subclass for that nationality (PR for English writers, PS for Americans, PA for classical authors, PT for German, etc.). Charts of this classification system are in the stacks, or ask a librarian for help.
To find video of a play, search by title in the catalog and limit the location to "Audio-visual" for DVDs or tapes, or to "Streaming Media" for online video.
Death and the Maiden by 
The Playboy of the Western World and Riders to the Sea by 
Doctor Faustus by 
Shakespeare in Production: Whose History? by 