If they don't have a CV published online, it can be difficult. At the very least, they usually publish the names of the books/articles they've completed (without including book reviews, conference presentations, courses taught, etc.)

If you have access, I would search their name in the ATLA religion database and go from there. Most universities have this and it pulls from several other databases.

If the scholar is older, check to see if any festschriften have been published in their honor. They will almost always contain a list of their published articles.

Also (please don't drop the hammer on wikipedia, mods, because this is a helpful tip) check wikipedia if the scholar is well-known. They will occasionally contain a list of their published works. For example, the entry on Julius Wellhausen contains a long list of his published work. On the New Testament side of things, J.P. Meier's entry has a long (albeit not exhaustive) list of his publications.

I would also check with a reference librarian in your university library, as (in my experience) they are typically extremely helpful and so woefully underused by the students that they will kick down doors to help you.

As I have access to an excellent university library website, PM me and I'll see if I can help.