The best guide to the many printed catalogs and lists of dissertations is Reynolds' Guide to theses. It is arranged by country of origin and by topic.
Reynolds, Michael M. Guide to theses and dissertations: an international bibliography of bibliographies. Rev. and enl. ed. Phoenix, AZ: Oryx Press, 1985.
Trustee Reading Room Reference (DR) Z5053.A1 R49 1985
Note that you can often find printed bibliographies by searching the library catalog for the Subject
Dissertations, Academic [Country]
Coverage of non-U.S. dissertations in DAI is sketchy, and it can be difficult to identify and obtain copies of foreign dissertations. However, the Center for Research Libraries actively collects foreign dissertations and provides them to member institutions through interlibrary loan. Unfortunately, their collection is not completely indexed in the Foreign Doctoral Dissertations Database, so if you need a foreign dissertation that isn't listed there, it's well worth making an interlibrary loan request for it anyway. Please allow extra time -- if the dissertation you need is already at CRL, it will come quickly, but if they need to purchase it, it may take six months to a year. See http://www.crl.edu/collections/topics/dissertations for more information.
Finally, note that Princeton holds a selection of University of Chicago doctoral dissertations and masters theses on microfilm:
Recent French dissertations are listed in Système universitaire de documentation [SUDOC], which is provided by L'Agence bibliographique de l'enseignement supérieur. A project to provide digital theses is underway. To find theses only, use the "Recherche avancée" form and limit to "theses."
For theses online, see Thèses-en-ligne http://tel.archives-ouvertes.fr/index.php?langue=en. Note that this site is far from comprehensive: it contains primarily scientific theses, and the author must have uploaded his/her thesis for it to appear here.
Older French dissertations are listed in:
Catalogue des thèses et écrits académiques.
Firestone Library (F) Z5055.F79 C37
Library has: 1884/85-1939, 1941-1959; 1934-1959 bound as part of Bibliographie de la France, 1937-1960 (Z2165 .B535)
which was continued by:
Catalogue des thèses de doctorat soutenues devant les universités françaises.
Z5055.F79 C37 Location Has: 1965, 1967-1978
Z5055.F69 I59 Location Has: 1981-1991
The printed Deutsche Nationalbibliographie, which listed dissertations in Reihe C Dissertationen und Habilitationscchriften and Reihe H Hochschulschriften, must now be supplemented with online searching in the Deutsche Bibliothek's online catalog. (The older volumes of the Deutsche Nationalbibliographie are now housed in Annex A, Z5055.G29 D478.) For digital dissertations in German, see Dissertationen Online. Our Interlibrary Loan staff can obtain copies of many German dissertations through CRL, but the process frequently takes several months and can take longer, so plan accordingly.
If you read French, and want to locate a German dissertation it is worth reading Annette Schläfer's blog post: Trouver des thèses en Allemagne