For certain periods, religious records are almost all we have to trace our ancestry.
In the US, some states did not begin keeping vital records until the early 20th century. Counties or municipalities may have kept vital records before that, but there was no consistency. There were census records after 1790. There were tax rolls, court records, land and deed records but they did not necessarily yield the information we search for.
The situation was similar in many European countries. Where my ancestors resided in Prussian Poland, civil records of births, marriages, and deaths began only in 1874.
But houses of worship often kept very complete records. There were membership rolls and tithing records. And there were (and still are) sacramental records that include specific details. Marriage records, for example, may include not only the names of the bride’s and groom’s parents, but the town in which they lived. They are a wonderful resource.