The next step is to visit or write to a known relative in those places where the older generations of the family lived. Obtain the dates and any other data appearing on the gravestones. Many cemetery plots provide a wealth of information. Write to the county clerk or town clerk in the places where births or deaths occurred. Many states will not supply birth records but nearly all will provide death certificates for a fee.
Laws vary from state to state.
Death and marriage records usually contain the names of parents of the individuals involved. The last will and testament of ancestors can provide proof of many relationships, especially those of unmarried relatives which quite often name brothers, sisters, nieces, nephews or cousins. Wills are found in the probate court or prothonatory. If the records cannot be found for your direct ancestor, try records for their brothers and sisters. Many counties and towns have published histories containing family histories and sometimes birth, death and marriage records.