From there, you work back in time. Not many death or birth certificates exist before 1850. Each state charges it's own fee. Also the addresses may be obtained from The Handybook . Many states have made an alphabetical index of their death registers.
Some states have both the index and the record on film.
If your ancestor died and you don't know exactly when, you will find this a useful aid. You may also want to check with a state archive to see if a death index is in existence if your state is not listed below. While you are waiting for that death certificate to arrive in the mail, you may wish to check for an obituary on your ancestor. You can access obituaries from your local public library. The Gale Directory of Publications has more current newspapers.