Just buy a copy of the book you'd like to "donate" to your library. First, confirm that the book really is barred for political reasons, rather than budgetary ones. If the only reason you can't find Huck Finn is that the last copy was stolen and the next one is on order, you can just turn over the fresh new copy to a grateful book-loving librarian and go home happy. (This trick may even work if the Forces of Illiteracy only barred the librarians from purchasing "subversive" literature.)
Okay. What you need to do next is make your book look like it belongs. Find out what call number system your library uses; observe how it binds its books; determine what physical trappings (cards, bar codes, etc.) of library-book-ness it employs. Make your book belong, more or less. In particular, get the call number on the spine right.
Next, write up a little note, to be placed inside the front cover of your book so that it will fall out whenevery anyone picks up the book. This note should explain to a curious reader that the book they are holding has been banned. It should tell them who is responsible for this act of censorship and how to voice their oposition. And it should go on to explain that this book is not to be checked out normally. Instead, it should be taken home, read and savored, and then returned to its proper place on the shelf. Honor system.
And there you go. Parasitic library books. Observe, if you please, that it is wholly impratical for a library to remove these parasites, for the simple reason that it is impossible to find the handful of ringers among thousands of genuine volumes without taking down and flipping through every single book.
Now, you may object that this system leaves parasitic library patrons with no way of finding the samizdat. Not true at all. Browsers will find them. So, too, will people who go to the right place on the shelves without first bothering to check the catalog. If your library still uses cards, it's the easiest thing in the world to slip a parasitic card into the drawer.
And if not, why not make a web site that "lists" the volumes you've smuggled in? I say "lists," rather than lists, because the last thing you can afford to do is supply the oppressors with a list of the books you've snuck past their border guards. Instead, you let them do a yes-no query against the list; the query says either "yes, it's there if you go to the shelf" or "no, it's not there, but I'll put it there soon."
From there, it's a simple matter to add a "check-out" system and let your readers notify other readers that they have a particular volume out on unofficial loan. Perhaps a system for reporting "missing" books that have been captured by the authorities, and a parallel system for other volunteers to smuggle in additional books. There comes a point, in fact, at which the parasitic library starts to look surprisingly like the "real" library.
I'd say that this is because there are two components to a library. There's a big air-conditioned room with a lot of books in it, and there are librarians. Librarians buy books, keep track of books, and help you find books. Without the librarians, it's just a big air-conditioned room with a lot of books in it -- and a library that bans books has taken the first ugly step towards eliminating its librarians. My point is that in so doing, it leaves a vacuum for others come in and fill that role, to enter the big room and start acting like librarians.
Call it open source librarianship.