There is still a significant amount of genealogical material (particularly local records) that are not available online. These materials must either be accessed onsite or via microfilm. In discussing a problem with a colleague, I was told that the records most likely to help me with my problem were only available onsite or on microfilm.
It was a good reminder for me as I was hoping to access “just the right database or website” and solve my problem.
It is not possible to mouse click your way to every record, at least not yet. And that day may not come until many of us have ceased to exist among the living.