How can I find out what is copyrighted so I can get permission to use it?

The best way is through copyright collectives or clearinghouses.

For example, the Copyright Clearinghouse (www.copyright.com), and RSicopyright (www.icopyright.com) provide permissions for written materials.

You might also try:

For music: American Society of Composers, Authors and Publishers (ASSCAP), at www.ascap.com, or Broadcast Music, Inc. (BMI) at http://bmi.com, or the Recording Industry Association of America (RIAA) at http://www.riaa.com. 

For theatrical performances: Musical Theatrical International (MTI) at www.mtishows.com.

For videos and motion pictures: The Motion Picture Licensing Corporation, at www.mplc.com.