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Prior to 1837 there was no central registration of births, marriages and deaths. Therefore the records of baptisms, marriages and burials held in parish registers are the main source of information for establishing births, marriages and deaths during this period. Parish registers are usually held in local or county record offices but collections are not always complete and in some cases registers are still held by parishes. Bishops transcripts contain copies of information held in parish registers and are also often held in local or county record offices, or occasionally in specialist repositories.
Search The National Archives' ARCHON database to find local or county record offices or consult a guide such as the "Phillimore Atlas and Index of Parish Registers" by C Humphrey-Smith (3rd Ed., Phillimore, 2002).
Whilst marriages usually took place following the reading of banns at the local church, they could also be by "licence". If the marriage you are trying to trace might have been by licence there are a number of possible sources. These are well covered by Jeremy Gibson's "Bishops Transcripts and Marriage Licences, Bonds and Allegations: a Guide to their Locations and Indexes". (Federation of Family History Societies, 2001).
Wills dating from prior to 1858 are lodged in a variety of locations so it is advisable to start by consulting one of the many reference guides to the subject such as "Wills and their Whereabouts" by A J Camp (London, 1974).