Once you've been doing family tree research for a little while, you learn to check a neighboring state's records if your ancestors lived and/or worked near the border. But, if you are just beginning your research, you may run up against a bit of a "brick wall" when trying to locate certain records. Soon enough, you realize that finding records "across the border" can be quite common. My husband's maternal grandfather lived in Mercer County, Ohio, which is on the Ohio-Indiana border; however, he passed away in Indiana because that was where the nearest big hospital was located. A ggg-uncle of my husband's was married, worked, and lived in Cincinnati for most of his life, but in his old age he went to live with his son, who lived across the river in Kentucky. He passed away and is buried in Kentucky.
So, if you are ever stuck looking for a particular birth, death, or burial record, AND if the person lived relatively close to another state, check records from that state. You just may find what you are looking for!