If family doesn't live close, pick up that marvelous invention, the telephone, and get crackin'. Collect what you can and don't fret the rest. You can search for it later. OK, now it's later. Since roughly the first of the century, births and deaths have been recorded and collected in most states.
Marriage records tend to be older.
Finding these records will depend on when and where. Your local public library or nearest genealogy society should be able to help you find out where to find these records. Ask for The Handybook for Genealogists . It's published by Everton Publishers. The Handybook , as most genealogists refer to it, tells when each state began collecting these records and tells whether to write the county courthouse or the state archives.