Some of them actually do their own crawling and compiling search results, others compile results from other search engines, but all of them tend to bring up different results, so well worth experimenting if you are having difficulty finding something.
Unless I'm really struggling, I tend to give up on a search engine or search terms, if I can't find what I want in first page, or first few pages if I know it's a difficult search. Very difficult to explain, as it's more of an art than a science.