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Typically the best place to start when looking for the history of a property is with the County Assessor’s office. They should be able to give a fairly good listing of who owned the property over time. Their older records may have been retired to the City or State Archives or Historical Society so don’t be surprised if they refer you to those organization, or simply tell you they don’t have records after that a certain date, even if the property is older. Another great place to check is your local public library. Please keep in mind that because 20 states that were never a public domain state the records will not be in the National Archives. The 20 states include the original 13 colonies and Hawaii, Kentucky, Maine, Tennessee, Texas, Vermont, and West Virginia.
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I am assuming you are having some strange things happening around your house. That is why you are looking for information on your home and the land its built upon. First, write down everything you know about the house (address, previous owners, etc.).
Next, you will need to do a deed search at the county court house. You may even be able to look this information up online depending on where you are located. These records will tell you the owners' names, the years they owned the property, etc.
Once you know the owners, you will want to contact your local genealogy and/or local history library. Find out what records they have. You will want to research the previous owners, their families, and local events. All of this can be found in local newspapers or history books. Sometimes these records are hit and miss. So much is lost in fires and other disasters over the years. The genealogy library and society can help you locate records for your area. If you are in a rural area, the information available isn't as easy to find as in cities.
A good source may be your neighbors or local historians. They may be able to give you the local legends about the property. Take what they say with a grain of salt, but it may give you a starting place.
Newspaper are another wonderful resource. Some can be found online at Newspapers.com, https://www.newspapers.com/ (a paid site) and Chronicling America, https://chroniclingamerica.loc.gov/ (free). Newspaper can include everything from obituaries to birth notices to detailed descriptions of crimes.
Other resources you might find:
Sanborn Fire Maps have maps of cities in the late 1800s to early 1900s.
Plat maps will list who owned property and show locations of schools, cemeteries, etc.
City directories will list people living in the house. Grown children will be listed as boarders in the home. It will also show if the person owned the property or just rented. They will often state where the head of the household worked. Keep track on any address changes that may have effected your property. Some of these directories can be found on Ancestry.com. Our local library has them as well.
Land patents and grants can be found at the Bureau of Land Management, https://glorecords.blm.gov/default.aspx .
Tax records will tell you the owners' name. They might give you a clue about the person by how much property they owned, if they were delinquent, etc.
Mechanic Liens and building permits were created at the time an improvement to a property. It could tell you about when a house was built on the property, who built it, etc.
I hope this helps you with your research. Keep in mind you will probably being research on the property and the people who lived there.