There are several sources that can help you find individual pieces in a composer's collected works or in a musical monument.
Work lists with listings for volumes in collected editions can be found at the end of articles on composers in The New Grove Dictionary of Music and Musicians (online) or in reference at REF ML100.N48 1995.
The Index to Printed Music (IPM) is an online tool for locating works in collected editions and historical monuments. The print version (Collected Editions, Historical Series & Sets & Monuments of Music : A Bibliography / George R. Hill, Norris L. Stephens) is available in reference at REF ML113 .H55 1997.
The classic Historical Sets, Collected Editions, and Monuments of Music : A Guide to Their Contents / compiled by Anna Harriet Heyer is located in reference at REF ML113 .H52 1980.
Check publishers' websites to find out if a volume in a composer's collected edition or musical monument series has been published. Below are only a few publishers of collected editions and monuments.