If you know the name of the church or the religion and the area, you can contact the church directly. If know the religion and the area, you can contact a church of that religion in the area. If there were earlier churches that closed or merged, they will know where the records are being maintained.
If you are unsure of how to contact a particular church, the local county historical society might be able to help you. If you use the online advice feature of this site, the proper search engine queries will be created for you. Click here to go to online advice.
If you are not sure that searching for a church record is the next best option for your research, consider using the advice feature of this site. This will help you pick your next best steps in your research. Go to Genealogy Search Advice.