You need to know two things first: In most European countries, government-administered vital records are called civil registrations. And you’ll need to turn to church records for many ancestral births, marriages and deaths.
Begin at FamilySearch <www.familysearch.org>, whose International Genealogical Index (IGI) and indexes to Scandinavian and Mexican vital records list millions of births and marriages from around the world. The site’s country-specific Research Outlines (click on Research Helps) offer instructions for obtaining international vital records, including those available on microfilm through the Family History Library and its branch Family History Centers.
Two Canadian provincial archives — British Columbia’s <www.bcarchives.gov.bc.ca> and New Brunswick’s <archives.gnb.ca / archives> — have posted vital-records indexes going back as far as 1800. England and Wales began registering births, marriages and deaths in 1837; for a small fee, you can search the indexes at FindMyPast.com <www.findmypast.com> (1837 to 2002) and Familyrelatives.org <www.familyrelatives.org> (1866 to 2002). If you’re lucky, you’ll find your relative’s name in Free BMD <freebmd.rootsweb.com>, a gratis, volunteer-compiled index to those records (1837 to 1911). And if your ancestry extends to the Netherlands, visit GenLias <www.genlias.nl> for free transcribed Dutch vital records back to 1811. To find more foreign vital stats online — as well as advice for accessing offline records — follow the links at Vitalrec.com and within the Births & Baptisms, Marriages and Death Records categories at Cyndi’s List.