I had an experience at the Mesa Regional Family History Center (MRFHC) recently that reminds of a old Bazooka Joe comic. In the comic, one of Joe's friends is searching for something under a street lamp. Joe comes up and asks what he is looking for. The friend says he lost a quarter down the street a ways. Joe then asks why he is looking under the street lamp and the reply is "That is where the light is!!!" In my experience at the MRFHC, one of the patrons was looking for a marriage date for his grandparents in Ohio. I started helping him find Ohio records but we could not find the grandparents listed anywhere. Finally, he suggested that we might look in Cook County, Illinois. I asked why and he replied because that was where they were from.
The first problem with this scenario is that the researcher is looking for an event rather than looking for a person. In these cases, focus on the people, not on the events. Who were these people? Where did they live? Another example comes from my own life. My family lived mostly in Arizona for generations. My parents were married in the small town where all of my grandparents and most of my great-grandparents had lived. Before I was born, my mother's parents moved to Utah. At the time I was born, my father was in the Army and my mother went to Utah to be with her mother when the baby was born. So even though my family is all from Arizona, I was born in Utah. If you were one of my descendants you could look forever in Arizona records and not find my birth record.
In each of these examples, it is absolutely necessary to look at the bigger picture. In the case of the Ohio marriage records, it would be better to start with the grandparent's family's birthplace to look for their parents' marriage records. In other words, start looking one generation closer to the present for records. Always put the person in the historical context of the event. In my case, I was born during World War II and therefore could have been born anywhere in the U.S. where my father was stationed, had my mother chosen to follow her husband rather than go home to her mother.
No event takes place in a vacuum of history. In the case of the patron, he knew next to nothing about his family or about the history of the areas where they lived. Had he stepped back a bit and learned about the areas and his family, he might find that they belonged to a particular church or came from a particular area and thereby solve the marriage problem.
What do you know about the history of your ancestors? If they moved from Europe to America, why did they leave Europe? If they moved west across the United States, why did they move? Were they Germans? French? Russians? Danish? Did they speak English? There are a million questions you can ask that will help you to understand your ancestors and then find them.