This is really a good news/bad news situation. Huge amounts of information about individuals and families has accumulated in national and state archives, which I am supposing is good news for genealogists and bad news for those with privacy concerns. But the real difficulty here is the lack of online availability. There are a few shining exceptions in the United States. One of those is the State of Washington. The Washington State Digital Archives has preserved over 180 million documents and over 60 million of those are searchable online. Most of the other states and the U.S. National Archives have not been so diligent.
As I have written a few time before, the really bad news is that the United States National Archives has a vanishingly small number of digitized records compared to the vast billions (trillions) in their collections on paper and microfilm. The National Archives does not bother to measure the quantity of their documents by document or page, they measure by cubic feet. They do have an agreement with Ancestry and FamilySearch to digitize some documents, but the numbers of documents being created each day probably far exceeds any effort to make them available digitally or at all searchable except by examining the records on microfilm or personally researching at each of the Archive locations across the country. If you are fortunate enough to identify a record kept by the government, it is likely that it will cost you some sort of fee to obtain a copy. Some of the valuable government agency records never end up in the Archives. They are maintained in individual government repositories. Some of these are moderately to very available such as Social Security Records, U.S. Maps and Census records, but mostly the location of these records is so fragmented that it takes an extreme effort to penetrate the archaic organization. Some of the website, such as the USGS.gov website have huge amounts of valuable information but are so complex as to be almost useless.
This suggests another series to me, I should write about digging into government websites. The amount of information online is cumulatively immense, but finding it is a challenge for me and I assume for everyone else.
I could say a lot about the different levels of utility and content of the various state archives. Here is a link to a list of the various archives and you can investigate them for yourself.
There is only one thing I can say about archives in general, they probably have information about your ancestors, but the challenge is finding it or even realizing that it may be there hidden away.