|I've hit a brick wall ...||
When you follow any line back you will eventually reach a point when the records available to you can take you back no further. There can be many reasons for this, such as:
The natural question to ask is "are there any other records" but even if there are there can be no guarantee that they will produce the goods and studying them may involve a considerable extra investment in time, money or both. In some cases I may be able to make specific suggestions - but the more complex the situation the harder it is to comment meaningfully unless you provide adequate background information with your question.
Let me simply explain how I have tackled the problem in my own research.
When there are several branches of your ancestral tree in the same area, including cousin branches, follow the more promising lines while keeping the "block" in the background. You never know but you may find a clue to the blocked line. For example one of my great great uncles kept a scrap book (now in the relevant records office) which had information on his father (and my direct ancestor). It happened to include a press cutting (undated and unsourced) which printed extracts from a private diary (current location unknown) from the 1790's. By chance the diary included a vital reference to a different ancestral branch.
Because of the social structure cousin marriages were common. By investigating related families on a broad front you may find a way round the block - see Who is related to who. This approach has an advantage when looking through large unindexed manuscript documents. If you are looking for one name which happens to occur about once every hundred pages you are quite likely to get so bored that you actually miss the vital reference. If you are searching for a dozen of so cousins you will find many more relevant records - and remain awake. In addition, if you later find a cousin was significant you have already captured the information - so don't have to read through the document again.
Try looking from a different angle. One of my biggest blocks involved a John Smith. I put it on one side for about ten years and then found a family reference to a spinster cousin who gave a relative a painting in about 1900. As I had no other details about her she must have been descended from a different branch of the family. I quickly got back to the same John Smith from a different angle, and this revealed that at least part of my "block" was a clerical error I had made in my initial researches!
Switch to a different branch of the family tree in a different area. A change is as good as a rest - and you may well end up learning new skills and finding out about new classes of documents - which will prove useful when you switch back to the original block.
Rethink what you want to do. Are your ancestors merely skeletons hanging forlornly from a family tree or can you imagine them as living people interacting with the society in which they lived. What was their occupation and how did they do their work? What was the name of their local public house and who would they have met there? Where did they live, and what kind of a property was it? The questions are endless - and even if you cannot find many direct references to your ancestors there is likely to be plenty of information that allows you to paint a picture of what their life would have been like.
When many of my ancestral branches started getting "very difficult" I concentrated on selected parts of my family tree where I knew that I would be able to find interesting information. I got so thrilled with what I found that I have now confined my personal research to a few key ancestors, what they did, and the places where they lived. The results of this approach includes The London Gunners come to Town and A Short History of Bernards Heath. Collecting names was fun, but resurrecting one's ancestors as real people in real communities can be even more exciting.
See also How can you be certain about ... and All Things Bright and Beautiful - A Social Comment
Have you ever had problems with getting a piece of modern technology to work and when you ask someone for help the answer is "Why don't your read the ****** manual?" For some people researching their family history their "brick wall" is actually between their head and the local library, bookshop, or internet help file. They are stuck because they have assumed that all you need to do is to sit at a terminal and type in questions and "miraculously" you get free answers. They have not yet realised that to make progress you must understand the source records and the social circumstances in which they were recorded. They are stuck because only some of the information they need is available free online - and getting more might actually mean spending money, joining a local family history society, or travelling to an LDS Family History Centre, or other family history library. Other information may be in books such as Tracing Your Family History in Hertfordshire
Let me just say that if you have read as far as this note, this note almost certainly does not apply to you!
Minor typo corrected August 2007