It depends on where they were from. If the big repositories don't have the data (and you have clearly tried them) then:

• The data may have been destroyed or never written down. I am ¾ Irish but landing any of my ancestors in Ireland has been hard. The records burned in 1916 and, in some areas, there are gaps during the Potato Famine when no-one was around to write things down. One of my best DNA matches on my Mum's side falls foul of the latter as we have matching surnames and know pretty much when and where our connection would be but the parish records just stopped in that period.
• It's not in English. They are doing their best to fill such gaps but adding translation in can be hard. There are often regional family record offices but they may be in a language you don't speak (I'm having trouble tracing my sister-in-law's grandmother who was born in Estonia. I am also helping a friend whose grandfather was born in Malaysia and it is tricky even working out where to look). Scandinavian genealogy tends to be excellent, but you may need access to the "farm books" where the records are kept.
• It's paywalled elsewhere - Scottish records need you to subscribe to a specific site.
• The names are badly transcribed - the British record keepers clearly struggled with some Irish names especially when being told them by illiterate peasants (possibly not helped by some being in Gaelic). I have one family whose name is written over a dozen different ways and it can be hard piecing it together. The names settle down after a bit (there was a big push for literacy in the late 19th Century) but there are two branches of the family that ended up with two different spellings of their surname.

Or any other issues. Without details it is tricky to point you in any specific direction.

If you hit a wall, try DNA.