The Yunnan library has a bit of a mixed collection in the international section. There are for example German language books, but guess what? They are all from the DDR period (East Germany. Still remember that country?) English books are or very old (Before the communist takeover) or of the last 20 years. The earlier new collection contains a lot of Chinese illegal copies. Books about Marxism are now being replaced by the usual airport launch bookshop stuff of the usual (American) bulk writers. If you are really interested in that kind of stuff then you better go to Wei's restaurant because they have an even bigger selection of that stuff.
Also the selection has never been cleaned up and contains a lot of rather outdated stuff (Study guide to the USA, edition 1921) and stuff that really will not interest anybody except some absolute freaks (The report of the minutes of the FAO bi-annual summit on poultry production 1964 Malta) it contains some little gems as well. Mind you it takes some poking around (Plenty of time one can spend there undisturbed because nobody goes there except me).
The subscription fee is something like 36 RMB but one has to pay a refundable deposit of 500RMB for foreign books. (For Chinese books this is far less). Don't expect any of the latest stuff nor useful books on studying Chinese. For registration bring passport, pass-photo and proof of residence (And the 500RMB deposit)
As already mentioned Wei's restaurant has a large selection of pulp books.
The French cafe has some good stuff in English and of course some in French. Pizza da Rocco has some Italian stuff.
In the little ally way between Welin street and YunDa there is a little bookshop that has some good English language stuff. (Not cheap however).
If you happen to be in Bangkok check out Asia book shops (and publisher) for good books on the region. (Some available as well in the Yunnan library in the Thai section of the international department.
Good luck.