Births, deaths, marriage and divorce records are called Vital Records in the United States and will be searchable by each state. Generally, these weren't commenced until the early 1900's, so obtaining these records before then will be difficult.
Some churches did keep some records of births, baptisms, deaths and marriages prior to the 1900's.
And in some states and counties the local health departments or town clerks also recorded these events.
If you know where your ancestors lived prior to the 1900's it would be a good idea to check the US Census first to locate these relatives and then search for that states records, either through genealogy websites or the state archives.
The earliest known documentation of births, deaths and marriages were in the state of Virginia. As the settlers to this state were mostly English, they brought with them their customs of recording christenings, marriages and burials at the local parish church. These records go back to 1632.
Massachusetts started recording around 1620. The government's officials recorded the events rather than the clergy recording events that took place in the church.