Where to start?
Based on what you know about your family will determine the churches you can look into. What was your family's religion? Where did your family come from? Certain countries and even different locations in those countries had their different religions. Once you determine what their religion possibly was, look for local churches that were close to where those relatives lived. Even if you didn't know what their religion was, you can still check local churches.
Case Study: I was trying to locate the marriage record for my grandma's first marriage. I knew it had taken place because I had photographic proof. I could not find a state, city, or county record though. To be fair, the last names were difficult ones. ILG and Valdes (There was also a spelling of Valdez, but that's not how my ancestor spelled their name)So the next step was to check for church records. Here is what I did to track it down. Even though later in years my grandma was Baptist, she grew up Catholic. I had proof of this from documents my mom had. I had the certificate she received when she took first Communion. It was from St. Andrews Church. So that was the first place to start. I contacted St. Andrews Church (I was lucky they were still around) by phone first, then by mail requesting any information. A few weeks later I received a letter back. Sadly, they had no record of anyone by that name getting married in their church. I was very frustrated. So I reached out to my aunt Patty for help. She told me at the St. Louis County Library Headquarters, there is a map on the wall that shows the locations of churches in the city. She said, locate the street my grandma lived on, and see what churches were nearby. So I did that on my next visit. I found the street on the map (Pennsylvania Street) and located the nearest Catholic churches in the area. First was St. Boniface. Luckily, the St. Louis County Library Headquarters had copies of those records in the library on microfilm. I found the index of Catholic Churches, located St. Boniface, and then matched up the microfilm with the record I was looking for. Since I didn't have an exact date, I had to use a range. I knew my grandma was married by 1940 (according to the 1940 census) and my Uncle Jerry was born around 1938. My grandma told me she was about 15 when she got married which would put that around 1935. So I started with 1935 and searched forward from there. After searching for a few minutes, I almost fell out of my seat with excitement when I saw their names in the index. Then from the index, I found the actual church record. Not only did I have their marriage date, I also had the names of my grandma's husband's parents names, the church in which both people were baptized and who officiated the marriage. The headings were written in Latin, so it took a little translating through Google Translate, but I was able to read everything I needed. So as you see, I was able to find more information from one record from a church, than I would have if I'd only had a state marriage record. I can't even begin to list all the possible information you could get from church records. My advice is to make it a point to find as many records as you can from churches.
Case Study: We learned from an obituary, that my husband's great Aunt went to a specific church where she lived. So we contacted that church in hopes of getting some information about her. The information was got about her had nothing to do with records connecting to a specific event, BUT it did give us a glimpse into her life. She played the piano and was very involved in the church. They even had a copy of the church directory she was in that had her photo! So even though you may not get specific records, you may just end up with special information that you were never find anywhere else.
Other helpful tips from GAA members:
"I always send a donation. I think it helps keep the willingness to assist. It also shows that we appreciate them helping us" ~ Jackie B.
"I was allowed to copy records at a local church using their copier and paper, so I donated 1,000 sheets of printer paper." ~ Sandy S.
"Try and follow up on witnesses to baptisms and weddings. They are often other family members and you can go back several generations even if your direct line is a dead end when you find a cousin whose parents shared parents with someone on your direct line." ~ Beth V.
"We have a lot of small rural churches with graveyards with unmarked burials and often there's no office or secretary to call for information. Call a local funeral home for the name and contact information of the church's sexton. The sexton has to keep a map of the burials so they know who's been buried, when and where." ~ Stephanie H.
"There's much more than christenings, marriages, and burials. You may also find memberships lists, or references to people who left churches, either due to disagreements or because they moved, and in the latter case the new location is sometimes mentioned (or previous if you're seeing them in the location to which they moved)." ~ Kay R.
"When I went to my grandmothers Catholic Church in Paris, Ky. the priest was happy to let me see the pew cards. That gave me a wealth of info back 5 generations. Found comments about one that was less than complimentary! Then evidence that my grandmothers sister wasn't her sister but the child of her uncle! She died never knowing that!" ~ Janet S.
"Sometimes you can find out who paid for the burial. This is often sons or sons in law." ~ Nancy B.
"Read everything you can. Indexes or horridly inaccurate.....Always read the whole record, you never know what clues you may be holding." ~ Renee V.
"My best tip, they're not always at the church..... The church records could also be at the local historical/genealogical society OR in one case, actually at the church that bought the building after the first one closed...KEEP LOOKING!!" ~ Melissa F.
"There may be more than one church with the same exact name, even in a sleepy little rural area. In such cases, it's likely that no one will think to tell you this information unless you ask." ~ Nancy C.