One of the most often queries I see in the various genealogy groups I haunt on Facebook is someone looking for information that doesn't exist. Not because the records have been lost to any man-made or natural disaster but because the records were never created.
If you have a stumbling block where you can't seem to find any of the records you are looking for then you need to dig into some history. For example, if you are looking for census records in Library and Archives Canada Census databases or on Ancestry for Manitoba, Canada prior to 1870 then you might run into some problems. Prior to 1870 Manitoba wasn't a province in the fledgling nation of Canada. So you need to look elsewhere.
One great source of information of what is available online and where to look next is the FamilySearch.org Research Wiki found at https://familysearch.org/learn/wiki/en/Main_Page. There you can find where to look and also what might not be available. Even better, if you do know of additional resources that aren't listed on the research wiki pages you can update those pages yourself to help other researchers.
You can also use your favourite search engine. In my case that means Google. However, don't over complicate your search. Remember that most web pages are written by people like yourself and not by computers. For example, there was a posting on Facebook that stated "... where or how to find British naturalisation certificates from the 1860?" All I did was go to Google and typed in "British naturalisation certificates" (without the quotes) and on the first page of results I came across the page from The National Archives in Kew with the title "Looking for records of a naturalised Briton" that had all the information on what was available and where to get the records. All it took was a few moments of my time to find the answer.
Knowing about the history of a place can also help you break through those brick walls. What were the county boundaries in New Hampshire in 1780? A check of the Atlas of Historical County Boundaries at http://publications.newberry.org/ahcbp/ might just able to answer that question.
As for those earlier Manitoba census records? A check of the FamilySearch Research Wiki brought me to the unindexed collection titled "Manitoba, Census Indexes, 1831-1870" at https://familysearch.org/search/collection/2023280.
Tip: So take the time to learn about the history of the place when you are having problems finding records. What you discover may just solve that brick wall dilemma.