Genealogists tend to focus on records at the local level (typically county or town in the United States) because that’s often where vital records, property, and court records are located. Family history researchers are also are pretty good at using the most well-known federal record: the census. But there may be other records at the federal level (particularly military, military pension, and federal land acquisition records) that could have referenced your ancestor as well.
State-level records may be helpful as well. There may have been state census records, military enlistment records, petitions to the state legislature, prisoner pardons, etc. Some of these are indexed and some are not. The state archives or other appropriate agency is the place to start looking for these types of records as many inventories are available online.
In 1821, a group of family members in Virginia, who referred to themselves in their petition as “being destitute of any education or advisors” petitioned to have the state of Virginia vacate an escheatment of their late father’s farm due to an inheritance issue. This was a family who I never dreamed would appear in a legislative petition. They probably never thought they’d be petitioning the state either. You never know.
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