I want to get back to some basics today...where to find records. This is a tough point for me to address because every city, county and state is different. I can say that most localities have at least maintained birth, marriage, divorce and death records. Those are pretty much the basic forms of vital records.
If you need to find one of these records, start with the state in question. Do an Internet search for the state name plus "vital statistics," "vital records" or "health department." One of these searches should lead you to the official record-keeping agency for that state. Their website should have a FAQ section that will explain how to obtain copies for genealogical research.
Keep in mind that most states have privacy laws that limit your access to vital records. There is usually a waiting period of say 50 or 100 years for a given record. Some states will give you an "un-certified" copy right now but it is not considered a legal document. Other states will provide copies but then censor certain information, such as the cause of death or Social Security number.
Some states will be able to help you at the state-government level. Others will refer you to the state archives for more information. Sometimes they will tell you to contact the actual county or city in question. One benefit at the county level is that copies are usually cheaper or even free. As a note, I usually only go after county clerks if I need a copy of a will, deed or marriage bond...something not kept at the state level.
Be prepared to shell out some money though. Most states charge stiff fees for copies of vital records. Those fees usually include the search, one copy and return postage. I think the fees also attempt to discourage people from requesting too many copies. Take Social Security for example...A few years ago you could get copies of a deceased person's SS-5 for a few bucks. Now it is almost thirty dollars per copy! They simply jacked up the price to reduce demand. They make the same amount of money overall yet they have to make fewer copies.
Getting copies of vital records can take a lot of work on your part. There are a few one-stop shopping companies that will try to get the record for you, obviously for an increased fee. I have never tried this type of service as I would just as soon take the time to do it for myself.
Always remember that you usually forfeit any fees that you pay, to the state or a third party vendor, if no record is found. It is a crap shoot but that never stops me from rolling the dice! To keep my costs in check, I set aside about $20 per month that I can use to order records. All you need to do is come up with a budget and a list of the records that you want. As the months pass, go down your list and order them one by one.