I've said it before, and I'll say it again--Catholic Church archivists are some of my favorite people. For the most part, they are incredibly helpful and fully understand how important sacramental records are regarding each Catholic family's history. Each diocese and archdiocese has its own way of making these records available (or not available, as the case may be), and it's very important that the family researcher find these records. Here are some links and tips that might be helpful to you.
The Archdiocese of Chicago and the Diocese of Toledo have their "old" sacramental records online at FamilySearch.
Archdiocese of Chicago Sacramental Records
Diocese of Toledo Sacramental Records
I could weep looking through these beautiful old records. This is a priceless resource for people searching for their family members, and they're beautiful to read and see. I could also cry because none of my ancestors lived in Chicago or Toledo, so these records don't help me at all (at least not that I've found yet).
Many more Catholic records are found on FamilySearch (and also on microfilm at their library in Salt Lake City--microfilm can be ordered to be shipped to your local LDS library). I've only listed a few, but if you google "Catholic Records FamilySearch" you'll find these listed and much more.
Italian Catholic Sacramental Records
Hungarian Catholic Sacramental Records
Ontario, Canada Catholic Sacramental Records
I found the Catholic baptismal records for 2 of my great great grandparents in this German collection.
German Births and Baptisms
And some release their records to Ancestry.
Irish Catholic Sacramental Records
Quebec Catholic Sacramental Records
And some others have their own website with digital images of their records. Why, oh why, couldn't any of my Germans have been from the Diocese of Passau? Because that would have been too easy for me, I think.
Diocese of Passau Sacramental Records
Other dioceses and archdioceses will send you the records you need and/or allow you to come into their archive office (or library) and search through them yourself.
Archdiocese of Los Angeles
Archdiocese of Boston
Archdiocese of Baltimore
Diocese of Sioux City
And still others, like Covington and St. Louis, release their sacramental records to the local library.
Diocese of Covington Sacramental Records at the Kenton Co. Library
I can personally tell you how incredible the Genealogy Dept is at the Kenton Co. library. I spend many, many hours there. The archivist for the Covington Diocese is also very helpful. If you have Catholic ancestors who lived in Covington, you're in luck.
Diocese of Covington Archive Office
Archdiocese of St. Louis
Still other dioceses (e.g. the Diocese of Duluth) and archdioceses require that you contact the individual parish concerning the records you need.
Archdiocese of New York
I also have to include a couple of wonderful German archivists. The office in Meppen is incredibly helpful and very quick to respond to inquiries. I've never had a language problem when I've asked a question or requested records (I don't speak German).
Catholic Archive Office in Meppen, Germany
And the archive office for the Münster diocese found my ancestors' sacramental records from Dinklage.
Münster Diocese Archive Office
Depending on where your Catholic ancestors lived, you may hit pay dirt and can't believe your good luck with all the details you learn about your family. Or you may become so frustrated with the lack of help from the archive office that you literally cry. Been there, done that, and am still doing it.
Good luck finding your family. Remember that Googling is your friend. And don't hesitate to send emails asking for help, records, etc. What's the worst that can happen? Maybe the person will delete it. But you might just luck out and get some incredible information.
