The Wisconsin Historical Society has an excellent article on researching church records as part of your genealogy research.

The article offers excellent tips and search strategies to help you locate which church your family members were affiliated with, and then where to search for records from that church.

Church registers of births, deaths and marriages are the most helpful to genealogists but often there are other types of useful church records available. The existence of these other types of records varies with the denomination and the era of the church. These records can include lists of members, church accounts, journals of clergy, disciplinary records, and family registers. Church newspapers are also useful. They can include obituaries of lay members and clergy and items about church members who have moved away.

Church records of births, deaths and marriage may seem easy to interpret but there is often more information in them than you are first aware. Particular ethnic groups may have traditions in the naming of children or in the choosing of witnesses that can reveal collateral lines or highlight relationships between families. Researching the traditions of a particular ethnic group or church may help you interpret the church records more effectively.

There is a lot of information to be gleaned from church records, often more than from government records like the census, birth, death, or marriage records.

While a lot of information is slowly being made available on the Internet, most church records are still in books or microfilm, which often cannot be loaded out or borrowed, so onsite research may be required.

You can find some church records through PERiodical Source Index (PERSI), as well as online catalogs at local libraries in the community where your family attended church. Some LDS Family History Centers and Genealogy Societies also maintain some church records, though at the most, you will be lucky to find only indexes available online, and even that might come with a fee.