But after I noticed that several of the children in the two families had godparents from each others' families, it was much safer to assume that they were all related. Once in a while, church records were maintained in such a way to post notes about a child that was originally baptised in the church. For example, a baptismal entry may have an added note stating when and where that child was confirmed years later. Unless your family story tells what churches your ancestors attended, finding the correct church is a hunt, too. The census records will tell you what neighborhood they lived in, and that's a first clue.
Ethnic background is often important, too.
In the same neighborhood, there might have been a church favored by Irish immigrants, and another with mostly German immigrants. Knowing that this church wasn't far from where my grandfather lived, I checked their parish records and found baptism entries for his children, information that proved vital to completing a step in my reseach. Newspaper obituaries often give the name of the church where the funeral service was conducted, and that is often the parish church. It's even on the web. Just enter the name, and this thing tells you when and where the person died.