While I was on vacation on Cape Cod I went to the Edward Gorey house, which was just a ten minute walk from where I was staying. It was his actual house, and his cousin was the tour guide, which made for a much more intimate experience than most museum visits; more than facts everyone there got some great stories.
Like many people, the Gorey work I'm most familiar with is The Gashlycrumb Tinies, and the Gorey house had an absolutely wonderful scavenger hunt devoted to that book. All around the house were small displays representing each of the scenes/deaths from the book--some were very obvious, many were incredibly subtle. Our tour guide pointed out many of them, but I was excited when I was able to pick out a few on my own.
I thought this was a really delightful way to engage visitors in the displays, and I think it would translate well to libraries. You could do the Gashlycrumb Tinies, or another alphabet book, or pick out some distinctive items or scenes from any book. The Edward Gorey house had a checklist you could pick up and use as you walked through the house--it would be neat to have something like that in your library that students could pick up when they had some down time in the library. It might even bring them into areas they might not otherwise go!