I usually try to put the line at "can I discover information about this that I would consider credible?" If so, I'll pursue, but there are times where I have to go "okay, everything that I can find suggests that we'll have to visit websites /publishers that I can't vouch for. I can give you the pointers and explain ILL, but that's as far as my higher-ups will let me go."
Surprisingly, most people are okay with that, even as I worry they're headed into Wonderland.