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Various Christian denominations generate records of the people that belong to their congregations. Records of christenings, marriages, confirmations, and burials are some you can expect to find. Some church records are indexed. There are also published extracts of church records. The Ortssippenbücher (village lineage books) in Germany are generally extracts of church and other records that have been compiled into family groups and published.
Nationwide indexes are available for a few countries, such as the Old Parochial Registers of the Church of Scotland (available at family history centers). Completely extracted and indexed by county, these records are also listed in the [http://www.familysearch.org/Eng/Search/frameset_search.asp?PAGE=igi/search_IGI.asp&clear_form=true International Genealogical Index]. The International Genealogical Index also indexes many, but not all, church records for some countries, including Scotland, England, Germany, Mexico, and the Scandinavian countries. Check the Family History Library Catalog for other indexes to church records.
Many archives have church records, and they often publish inventories of their holdings. Archives may also compile indexes to the church records of the region they serve. If you can access church records from several parishes in a regional archive, you can use church records as part of tactic 5 (searching regional records). For guides to archives, look in the Place Search of the Family History Library Catalog under [COUNTRY], [COUNTY], [CITY] - ARCHIVES AND LIBRARIES.