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Researching Pennsylvania genealogy can involve several hundred years of history, though official state records typically start around 1906. Libraries and county offices may have older material for some area.
Pennsylvania Vital Records
The first place to start for any genealogical search is the vital records office. In Pennsylvania, there are 6 separate offices that can issues copies of birth and death records. Going in person can mean you get your records while you wait, rather than deal with long processing delays when sending by mail. So if you can visit the offices in Pittsburg, Scranton, New Castle, Erie, Harrisburg or Philadelphia, you will get much better service. Mailing will take up to 3 months, but in person service is typically while-you-wait.
You have to be a relative in order to make a request for a birth certificate, but if the person is now deceased then there are no restrictions at all (you have to provide proof of death with your application). There is a $10 fee for a certified birth record to be issued. For death records, you do have to be a relative in order to request any copies. These documents have a fee of $9 each. Either way, you can get the forms from the Pennsylvania Department of Health website.
Marriage records are not held by the state, so you will have to send a request for those at the county clerk's office in the county where the marriage is registered.
The State Archive Collection
The Pennsylvania State Archives holds a number of document collections that are valuable to anyone doing Pennsylvania genealogy research. Most of their material is on microfilm, so you really need to visit their Harrisburg location in person to do any real research. They are open limited days of the week, so call ahead to make sure they are open when you plan on arriving. You can also visit on Saturdays if you only want to use the microfilm materials.
Their holdings go back farther than most state records and include census records, Civil War material and military records, photographs, school records, railroad documentation, deeds, maps and a mix of other county records as well. Personal historical documents have also been donated by many local patrons. There are some indexes available on the State Archives web site for remote browsing, but only the indexes. You can't look up any actual records.
Nearly every county in Pennsylvania has its own genealogical group of some kind, but the main ones for the whole state are the Genealogical Society of Pennsylvania and the Historical Society of Pennsylvania. By joining one or more of these groups, you can find a lot of private resources that the general public may not have access to.
When doing any Pennsylvania genealogy studies, these groups can be an enormous help even if you are not a member. Their websites can help you find great resource links,and you may be able to purchase copies of any publications they have put out that are unique to the area. Getting to know other members is also very useful since you never know where your next lead will come from.
State Resources Sites
Death Records and Obits