In some states, older county records have been placed at the state archives. The state archives may even have created indexes to some of these older records. For any state where you have relatives, locate the website for the state archives (a google search for "yourstate state archives," where yourstate is the state name will probably do the trick).
You may be surprised what you find there. I located the divorce for my globetrotting relative Philip Troutfetter at the Colorado State Archives and am waiting for a copy. Never hurts to try.