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If you are researching Catholic ancestors in the UK, you should definitely consult Michael Gandy’s Tracing Your Catholic Ancestors (Public Record Office, 2001). It is a brief (only 64 pages) but comprehensive guide to the Catholic records, and also (and alas! for anyone researching Catholic ancestors during the Penal Period of 1559-1829) to the dearth of Catholic records prior to Catholic Emancipation and the Roman Catholic Relief Act of 1829. Highly recommended.