In the U.S. the most complete list of all the different locations where newspapers can be found, of which I am aware, is the US Newspaper Directory, 1690 - Present of the Library of Congress' Chronicling America, Historic American Newspapers project. Here is a screenshot of the startup page for the Library of Congress showing an arrow and a red box for the link to the Historic Newspapers:
When you click on this link, you go to the Historic Newspaper page. Here is another screenshot showing the link to the US Newspaper Directory, 1690 - Present:
Again, clicking on this link brings up the search page for the list of historic newspapers as shown in this screenshot:
You search by state or county or even city to find all the newspapers published in that area. Here is a screenshot showing a list of 1733 newspapers published in the State of Arizona. This is very helpful to show all the newspapers published in a particular county anywhere in the country. However, it can be quite discouraging to a researcher to realize how many newspapers there are to search. If there are only a few newspapers in any given area or if there are none at all, look to the next largest city or town for more newspapers. Notices about your ancestors may be included in the next larger newspaper or even a statewide or national paper. Here is a screenshot of the Bisbee Daily Review from the Arizona list:
At the bottom of each of the description pages there is a link to view complete holdings information. This lists every known repository of copies this newspaper. Here is the list for the Bisbee Daily Review, as an example:
It is now up to the researcher to contact these repositories about access to the copies of the newspaper. I also suggest doing a Google search for the name of the newspaper, just in case there are some copies missed by the Library of Congress.
There you have it. Next, you can go to each public and private library in each community in each county where you are doing research and talk to them directly about old newspapers. You can also check regional and state archives, libraries, colleges, universities, and so forth.
Don't forget the huge online collections and all the digitized copies also. When I say there are always more records, I mean it.