However, there may be state-level agencies that contain records useful to a search. One state agency that may have such records is the state archives. Not all archives are the same, especially in terms of the records collection and research policies and procedures. Some state archives will perform limited searches of material in their collection at a nominal fee. Some do not.
Some states have an exhaustive collection of records.
Some do not. The only way to find out is to learn more about the facility. One excellent way to do that is through the state archive's web page. Other states have materials on microfilm that may be obtained through interlibrary loan or purchase. Some states even have an inventory of their holdings online or posted guides to researching in that state or facility.