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I've got several sets of xyz-data where x,y are coordinates and z is a 'value'. I want to be able to do simple arithmetic operations on these data. The x,y locations are not necessarily the same in the different data sets.

There must be a library (preferably python) out there so that I don't have to do all the work by myself.

It does not have to be fancy, linear interpolation between the points is fine and accuracy is not much of an issue.

Would anybody know if there exists such a library?

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I would recommend looking at the griddata method in SciPy, which seems to have the functionality you need. Pay attention to the 'fill value' argument if you are looking at points outside your $x,y$ data set.

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