I pre-ordered it but it isn't in my library. Aren't games usually there when you pre-order them?

It'll probably show up in your library when you're able to pre-load it.

I have it, but it has not been released (able to preload).

It should show up in there. I didn't pre-order it but I did pre-order AoEII: HD and it is indeed in my library.

Yeah, mine is in my library.

edit: Have you checked your email to make sure the sale went through?

I received my copies of Bioshock 1 and X-com so it definitely worked. On the Bioshock Infinite store page it says "You already own BioShock Infinite" but it's not in my library.

I think I'm gonna contact support.

You could try restarting Steam, and see if it appears then. That often resolves issues with pre-orders and pre-loads.

Exact same thing happened to me. Looking into the matter...

I've found this to be the case. Either that or I only have 'Installed' games appearing in my library rather than all of it.

Yeah, it's in my library. You should probably contact Support.