This site is for Lancashire births, marriages and deaths; however it is currently incomplete so worth checking the areas, but I have found it is good for early births/marriages in Liverpool! If, for instance, you find a marriage you can print off a form and it will tell you where to take or send the form; if it is 'real' Lancashire and it gives an address in Preston you can take the form in and collect your certificate while you wait! It's an excellent service 
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I may be a shrimp but I'm BIG on family history