As a Connecticut genealogist, I often hear the comment "everything I need is at the State Library. Why should I go to the town?" In theory, the genealogist is right. Town records were filmed by the Family History Library in the 1940s and 1950s. Going to the State Library can provide a quick shortcut to researching in multiple towns.
However, as I discovered recently, the Family History Library didn't film everything. I needed to look at Middletown's 18th century land records. The films were easily accessible, but almost impossible to search. Different films covered the same years, and the index was no where to be found. Instead of throwing in the towel, I ended up in the deed vault at City Hall.
The trip was well worth it. The town's copies of the records were organized by year and the index was easily accessible. Were the microfilms off a different copy? Had the town records been rebound? I have no idea. But if I'd stuck with the microfilm, I never would have found my records. In the town, I found them in minutes.
Which provided a good lesson. Although some may argue microfilm or digital copies to be "original" sources, they are only as good as the person filming and the copy being filmed. It is easy to leave out records. It's worth double checking when you can't find something.