A number of useful publications are also available from IHFF
Try the GenTeam database (free; more than 18 million records per March 2018).
Matricula provides online access to church registers (mostly books of birth,
marriage and death) from various European countries (currently Austria, Germany, Poland and Serbia).
If your are interested in historic documents, try monasterium.net - a virtual
archive that lets you access a content of more than 500,000 primary sources from more than 100 European archives.
Personal visits to the parishes and/or snail mail enquiries are sometimes the best solutions; see tips & advice.
If the person served in the military, try the war archives.