Examine a copy of the work for such elements as a copyright notice, place and date of publication, author and publisher. If the work is a sound recording, examine the disk, tape cartridge, or cassette in which the recorded sound is fixed, or the album cover, sleeve, or container in which the recording is sold.
Search the Copyright Office catalogs. These only list registered materials; copyright protection exists even without copyright registration.
Copyright protection is not forever; see How long does copyright last?.