Every state and county handled vitals and other legal documents differently.
The state of Virginia in its infinite wisdom decided NOT to record births when my great great grandfather Charlton Wallace was born and also not to record deaths when he died. His parents are still my brick wall.
The Ancestry.com Wiki has put the entire contents of two books online that will help you understand what was recorded when:
The Red Book specifically will help you figure out what was available when. I do a lot research in Virginia. If I click on Virginia Family History on the Red Book main wiki page, I see information about the state.
If I click on Virginia Vital Records I see an overview of the what was recorded and when. It helps to know birth certificates were recorded in 1824 and that you need to prove a birth date some other way.
You can also drill down to the county level.
And all of this is free. You don’t need to be an Ancestry.com subscriber.
cluster genealogy 
This is awesome information. Thanks! Definitely worthy of my Fab Finds list.
Great tip/reminder. I need to review these types of sources more often.
Funny how some people think you can “just search” … without finding out any information at all about the details of who/what/when/where. These two books are so important as resources! Great tip, Jana.
Thank you for posting about these resources! I didn’t even know they existed, but in browsing through the county information (so helpful) I can see that I will be making use of them in the future …