Federal Local Court Rules KF8820 .A2 1995 (Reserve Collection) - Covers all federal district courts. Arranged by state, updated once or twice a year.
Federal Court of Appeals Manual: Local Rules KF 9052 .K64 (Reserve Collection) - local rules for each of the circuit courts.
California Rules of Court: Federal District and Federal Bankruptcy KFC992 .A193 (Reserve Collection) - One volume covers 9th Circuit and federal district courts, the other bankruptcy courts, in California; replaced every six months (January 1 and July 1).
Court Rules: Northern California and Southern California KFC992 .A192 (Reserve Collection) - Looseleaf set, updates local rules in federal district courts in California.
Overview at http://www.law.cornell.edu/topics/court_rules.html - links to rules in Resources tab:
http://www.llrx.com/courtrules/ - Search or browse by jurisdiction for hundreds of links for sources for state and federal court rules, forms and dockets.
Most district courts' websites include their local rules. Examples in California include: