We have done this as a Topic Challenge before but I think it is time to dust it off and run it again:
Vital records that seem not to exist?
Things like elusive birth, death or marriage records...
Every genealogist has at least one example!
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Please try to ask about only one missing record per question and don't forget to summarize your research so far into finding that elusive record as context.
Sometimes as I write, or shortly after I post, a question I find that I solve it in the process. If you are the same don't be afraid to self-answer and self-accept your answer as per an earlier discussion on Are we happy to see more self-answered questions?
Also, we are running out of challenge topics so I encourage everyone to try to contribute a new one at Vote for the next Topic Challenge!