LaTeX and BibTeX co-operate to offer special treatment of this
requirement. The command \nocite{*} is specially treated,
and causes BibTeX to generate bibliography entries for every entry
in each .bib file listed in your \bibliography statement, so
that after a LaTeX-BibTeX-LaTeX sequence, you have a
document with the whole thing listed.
Note that LaTeX doesn't produce
"Citation ... undefined" or
"There were undefined references" warnings in respect of
\nocite{*}. This isn't a problem if you're running
LaTeX "by hand" (you know exactly how many times you have
to run things), but the lack might confuse automatic processors that
scan the log file to determine whether another run is necessary.
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=nocite*