Most loot in Path of Exile is random, meaning it's very hard to farm specific items. The major exceptions to this rule, aside from crafting your own items using Currency items, are Divination Cards.
Divination Cards are found as drops, but can be turned in in a set for loot that is somewhat determined. For example, the card shown at left will yield a skill gem with the Spell tag, although you can't determine which Spell gem it will give you. It might give you Fireball, Arc, or any other Spell gem at random.
Each Divination Card comes in sets of different sizes - in this card's case, 13. Stacks of the same Divination Card will show their counts in a bright blue if they're a complete set.
Many Divination Cards only drop in specific zones or situations. For example, "The Cataclysm", shown above, can only drop in Vaal Side Areas, while the highly-prized "The Immortal" card can only be found in the Hall of Grandmasters Unique Map. (These locations are sometimes changed with patches.)
As a result, if you're seeking an item rewarded by some Divination Card, you can try to work towards that item by farming in particular zones. Be warned that some Divination Cards are extremely rare, and may be found only with days of farming, although most are much more common than that.
Turning in Divination Cards
Once you've collected a full set of cards, you can visit Tasuni (an NPC in Highgate, the Act 4 town) or Navali (in your Hideout, assuming you've invited her, or in town) to turn them in.
When turned in, a Divination Card will select from all items that meet the description listed on it. For example, if a Divination Card reads "Belt" in Orange text, that means it can select any Unique-rarity Belt. More common drops are still more commonly rewarded from Divination Cards, meaning that this Belt will typically be pretty mundane, but there's always the off-chance of a valuable Headhunter belt.
Unless specifically devoted to that item, a Divination Card cannot yield an item that is a boss-exclusive drop. However, Divination Cards can yield items limited to other Leagues, provided that those items were not themselves boss-specific. This is one of the very few methods through which you can obtain League-specific items.