I spent years searching for the 1913 birth certificate of my wife's grandmother in Chicago. For some reason she apparently never had one. Fortunately she did have a christening record in the church where she was christened a few years later. My real goal was trying to obtain her date of birth and names of her parents.
Sometimes it's easy to get caught up in that one record we can't locate and it may be helpful to think "what other records could provide the same information?"
That's even a good idea when we find the record type for which we are looking. Other records "of the same thing" may provide additional details or even conflict with the first record we located.
And it's always possible that the first record we located was wrong. If we never look for anything else, we may never know that!