One can be tempted to think that records created at the county level (land records, court records, probate records, etc.) are always maintained at the county level. In some states, counties that find themselves unable to maintain their older records are encouraged (if not required) to turn them over to a state agency for safe keeping, retention, and preservation.
Do you know what the policy is in the state in which your ancestor lived? Have you looked recently at websites of state archives to see what records they have other than those that were created by state agencies?