The obituaries in them are often much richer in detail than daily metropolitan newspapers. Best of all, you often can borrow microfilmed newspapers through interlibrary loan. Some of these go back to early times. For example, some early Catholic newspapers for the Archdiocese of Philadelphia date as early as 1833, and to 1844 for Diocese of Pittsburgh. It began in 1829.
Ethnic information can be a clue to the parish also.
It is always appropriate to make a donation to the parish or diocese when requesting genealogical research. Some dioceses have a set search fee.