Most lineage societies have very specific requirements as to what documents need to be turned in for at least some generations. DAR generally requires birth, death, and marriage certificates for the applicant, parent and grandparent generations. Colonial Dames societies have similar guidelines. The General Society of Mayflower Descendants requires vital certificates or records for any period in which they might exist.
Unfortunately, just because the state had vital records doesn’t mean your ancestor filed them. Most states have a period in which filing was “sporadic” for a variety of reasons: lack of knowledge of the law, distance from the registrar, distrust of government, and more. You may also run into cases in which the record simply can’t be located. To show that you attempted to find the record, most societies will ask you to provide a “no record found” letter.
How do you get one? If you are requesting a vital record from a municipality or a state office, they will generally provide such a record automatically. If you would normally access the record from FamilySearch or a state archive, the state archive may be able to provide the letter for you.
A “no record found” letter does not excuse you from documenting the event, but it allows you to submit records other than those specifically required. Once you’ve obtained it, plan to look for church records, military files, newspaper notices, or other records that will provide the information you need.