Fundamental to finding these records is determining the church or denomination of your ancestor.  It will take a bit more detective work to uncover this, but here are some tips:

• Start with your family papers such as diaries, bibles, letters, wills, or any religious certificates you may already posses.  Analyzing these may yield clues.  For example, say you have a civil marriage license.  It may list the clergy who performed the ceremony, from this a look at a local directory for the clergy may tell the church affiliation.  The same could be said for obituaries and the like. 
• If family papers don't help, then knowing where your ancestor lived will be most helpful.  A local history of the area will undoubtedly list churches.  If you're lucky, perhaps the community was small enough that there was only a single church.  If there were several, then they could have attended the closet church.  Remember that before the auto, people had to walk or use horses to get someplace.  An ancestor could have attended a nearby church, even if it was not of their denomination.
• Placing an ad in the local newspaper or genealogy society newsletter may yield someone with church history information.

Once you determine the church, the next issue will be: "Is it still there?"  If so, write or call the office to see what records are available.  If the church no longer exists, all is not lost.  Many denominations make the effort to archive their records, but you may have to contact their state or national office to see what is available.  Additionally, some church records may have been microfilmed or indexed by local genealogy societies.  Visit your local Family History Center or genealogy library for assistance.

Once you find the church and determine that records are available, you will discover two basic record types: records of the people, and records of the organization.  The former are of the "event" type records: baptism, wedding, burial, confirmation and the like.  These will give valuable information about your ancestor and their families.  The second type of records, those of the church as an organization, should not be overlooked in your research.  These include committee meeting minutes, bulletins, and histories for example.  These documents shed light on your ancestors' community and what life was like for them.

As part of discovering your ancestors, consider the faith aspect of their lives by researching church records. Then preserve those memories using religious scrapbook items.