Kọ́lá Túbọ̀sún's (linguist and writer, Chevening Research Fellow at the British Library) contribution to the BL Asian and African studies blog deals with the earliest publications in Yorùbá (1843-1879) held by the British Library:
Early Yorùbá books at the BL and how to find (some of) them online
Some of these books have been digitized and at the end of the blog post you will find a link to a bibliography of all these items and where they are available digitally.
The Goethe University Library in Frankfurt also has lots of books in and about the Yorùbá language. Many of these books have been aquired by the SIS African Studies and are available via inter-library loan.