Baptist churches, which may be independent, may have kept their records at the church. Please remember that Protestant records are not nearly as complete as Catholic. Documents filed in the courthouse often list family members and relationships. There are often indices available that make it easier to locate someone. The courthouse is the repository for marriage records, successions, land records, and a variety of other records.
Marriage records are the courthouse records with the most clearly relevant connection to genealogy.
Sometimes they will have information that the church records doesn't. And sometimes, when the church record can't be found, the civil record is the only documentation available. The 19th century didn't usually have wills in the sense we know them. Often, an inventory of the deceased's worldly goods was made so that they could be sold to settle the estate. These contain a variety of documents.