The archival publication is devoted to history of investigations of "library" of Ivan the Terrible. Many prominent scientists who believed that it could remain so far have been convinced of existence of the unique book collection which was presumably including works of antique authors yet not known to science. Proofs that imperial "library" really existed are provided in introductory article. Also history of her searches which have concentrated mainly in the territory of the Moscow Kremlin is described. In the 19th century the Kremlin vaults were investigated by E. Tremer and N. S. Shcherbatov, and in 1933-1934 I. Ya. Stelletsky. However during searches nothing connected with imperial "library" has been found. In the published documents it is told about events of summer of 1937 when addressed to I. V. Stalin a certain I. E. Mayorov's letter with the instruction on the possible location of a book meeting of the Moscow sovereigns has arrived. It was talked of the underpasses beginning in cellars being at home princes Yusupov in Moscow. The case has been submitted for trial to Head department of state security of the People's Commissariat for Internal Affairs of the USSR. As it is possible to understand from documents, everything was limited to "paper work", real searches weren't carried out.