Vital records are recorded in the location where the event took place, not where the person was living. If the nearest hospital was in an adjacent county or state, that's where the birth will be recorded. If a parent was visiting a child out of state and passed away while travelling, that location is where the death certificate will be recorded.
If you can't find a certificate for an even where the person was living at the time, consider that the event might have taken place elsewhere-at a hospital, nursing home, care facility, etc.
In the case of elderly relatives, it's possible that they went to live with a relative not long before their death. So perhaps they spent most of their life in one place, but a few months before the death they went to live with one of their children in another county or state and passed away there. Such was the case with my grandfather.
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