In England for several hundreds of years, the Anglican Church or Church of England was the official religion of the realm. Since civil registration only began in 1836, when you are looking to trace your ancestors before that time, you will be using the baptism, marriage and burial records from the local church as your source. What if you don't find your ancestor where they are supposed to be living?
It may be that they are baptized in a village nearby but another option is that they were not members of the church of England. These people are often referred to as non-conformists and the churches they may have attended probably kept records of their baptisms, marriages, and burials. Keeping in mind that Baptists don't do infant baptism.
Sources included are Methodists, Wesleyans, Baptists, Independents, Protestant Dissenters, Congregationalist, Presbyterians, Unitarians, Quakers (Society of Friends), Dissenters and Russian Orthodox. Maternity Records. Overseas Records. Early Birth Registers plus various other BMD records.
http://www.bmdregisters.co.uk/ is a website that offers a searchable database of these records. I found it helpful to have another place to look for those elusive records.