As a graduate student, sometimes I really could use access to journals or databases of tables that for some reason my university doesn't subscribe to. I have friends at other Universities that do subscribe to these journals and it would be very helpful to have the data. Is it acceptable to ask them to retrieve the data? I don't really want to start this if it's going to run me afoul of the rules.
Is it against the law? Probably.
It it scientific misconduct? A breach of ethics? Hardly.
It is acceptable? It's your decision to make based on risk analysis. If you don't do it on a large scale (i.e. someone supplying many people with papers), it's probably okay. It is common practice.
Also, be aware that many journal articles can now be found either in pre-print or post-print form online (though this depends widely on your field), either on institutional repositories or on the authors' webpages. If you're merely missing access every once in a while, you can also nicely ask the corresponding author.
I would not explicitly acknowledge people who have helped you access papers that you don't have access to. As F'x pointed out, it's probably against the law, but it's unlikely to get you into trouble. The acknowledgement, however, creates more trouble than it needs to, because you're more or less explicitly stating that you got the journal in a clandestine way. So, I would just thank the person and leave it at that.
I think it predominately depends on how you are accessing the other university's resources.
If the resource is online and your collaborator grants you access either by sharing his username and password or through a network proxy, this is almost definitely in violation of computing guidelines of his university. To me asking him to knowingly violate a university policy, which is more or less reasonable, is ethically questionable.
If the resource is online and your collaborator downloads the resource directly, that isn't ethically questionable. If he then shares that material with you it may violate copyright law and it may be ethically questionable. If for example you chose as a collaborator/employee a student who has access to this resource then it is ethically questionable since collaborating with researchers outside the university is beyond the normal scope of a students "job" description and therefore they are likely misusing the resource. If you chose a member of academic research staff (or possibly a grad student) as a collaborator, then they are really doing there job by collaborating. I see no ethical issues with this. It might even make sense to include them in the acknowledgments of any resulting publication. Something along the lines of
I thank John Doe at the University of Good Library for help collecting reference materials.
I think that it would be against the law almost everywhere (because, in general, Institutions subscribe the journal / publisher so that its students / researchers / etc will have access to the material. The subscription is based in many factors such as how many persons will have access, how "important" the Institution is and will cite the provided articles etc.
And the Institution would grant the students etc. the access based on the same contract. I don't think that any can give an unlimited right to make copies and distribute and so on.
So, who would be breaking the law / the contract ? The friend who provides such access, in the first place.
A point that "softens" this is the fair use, but it has a very tenue line where you (or your friend) is doing a fair use or not of that access.
A solution: have you asked the Library of your University if they have some agreement with the University of your friend? Sometimes one Library can ask for books / journals / articles / etc from other Universities.
Wouldnt your profs be aware of the data and speculate where u got it from given they couldn't access it and you didn't pay a lot to have access to it? Perhaps you could ask whoever may share their opinions or any official info concerning the said journals; your professors, whoever allows the permission for the journals you can access (your library), the journals themselves, and certainly permission from the other universities whose service you'd access. Not your friends- otherwise if you believe it can be interpreted as theft- then maybe it is , as they are not getting any business from you. You'll never know the reason why your university was excluded in particular until you do your homework and choose the all clear approach. Perhaps it was in fact intentionally excluded and then in that case then obviously it could be unethical and illegal!
Surely your only helping your self out but journals are in the business of making money and i believe the ethical choice would be to know beyond a doubt.