What wood is strongest when it comes to holding heavy books? Will it start to give once it hits a certain width, regardless of wood type? How thick (dense) would it need to be to hold the books? I need each shelf to be between 35-40 inches wide. Does anyone know who would carry something like that in New York City? Would I need to build it myself?

I recently built some shelves to put on top of my drawing desk using cinder blocks and lumber. Because you know the width and length of the shelves that you need, it would probably behoove you to use the DIY method rather than kill yourself looking for a suitable pre-built set of shelves that’s going to set you back upwards of $80 anyway. When you buy concrete blocks and planks of wood, you’re only out about $30. The added benefit is that you can paint them to match the style of the rest of your apartment, and it’s also the bohemian and salt-of-the-earth look that you New Yorkers usually shell out hundreds of dollars to recapture.
Most shelving units would hold that weight without a problem. Try an office furniture store.