Birth and death certificates are relatively recent phenomenon and these records may not exist in this form for many of your ancestors. Others may have lost theirs as a result of some circumstance, such as war or a fire.
Other types of records can be found instead. These include family bibles, parish registers, postal directories, almanacs and the like. Some of these will be online, other might only exist in microfilm/microfiche in the state library or national archives. Local libraries may also have local records such as cemetery records, they can be worth investigating.