One option is to begin to study the larger history of the region in an effort to uncover a clue, possibly a geographical one, that will lead you back to the next generation. As a genealogist, you are working from the known to the unknown. You have one generation and you are trying to find the next. Assumptions often have to be made. Be sure to keep accurate records when you are following an assumption. It is just as important to eliminate people as possible ancestors as it is to find them.
In my own research, my great-great-grandfather, Henry Fowler is listed as four years old in the 1850 Marion County census in his father's household. Another Henry Fowler, age four, is listed in the 1850 Taylor County census. These two households were less than five miles apart. In order to be thorough, it was necessary for me to trace both Henry Fowlers forward through the 1860 and 1870 census records. These records showed me their children, and I could eliminate the Taylor County Henry Fowler.
As a genealogical researcher, you are working backward to a point of origin. If you take a look at history, you will study it from the point of origin to the present. It is obvious that if you understand general history, it may help you to pinpoint your personal history with more accuracy. Although you will still have a lot of personal research to do, just finding a suitable area to concentrate your search will often provide the key you need.
If you know that you are of English origin and you grandfather was from the Upper Peninsula of Michigan, it will help you to study the migration patterns of the Cornish people from England in the 1800's. If you are of Scandinavian descent, it will help to know when the Swedes, the Norwegians, the Finns and the Danes first began migrating to the United States and where they settled, particularly in the Midwest.
If your name is of French in origin and your ancestors disappeared in South Carolina in the late 1700's, a study of Huguenot history and migration might have significant bearing on your search. If you are a Native American, a study of the Trail of Tears may help you to locate your ancestors.
Take a look at where your ancestors may have landed and the way they arrived in the state. Did they follow established roads and trails? Would they have traveled by stagecoach or with a group? Looking at the general trails in existence at a given time helps to locate groups of people, as well as specific families. If you know that your ancestor came over the Cumberland Gap, follow the established trail to see if you can find a clue. Check the point of origin of the trip to see if there are any court documents.
Many people married along the migration route. Sadly, many people also died. Often people stayed in one place for a while. You may find them listed on a poll tax list in a certain state. They had to be listed because of their age, even though they did not intend to stay in the area. Some people settled along the route.
Look into the state and county histories of places. See if the state was granting land to immigrants or if a person had to be a resident for a year or more. Most county histories provide a wealth of facts and information that may help you in your research.
Take a look at the boundaries of the county during the time period you need to research. It may turn out that the smaller county was part of a larger one, and the records you need are located at another courthouse.
This type of research involves starting with the general and narrowing your focus until you find specific facts. It is not fool proof, but it may assist you in finding the key you need to unlock the next generation.
Studying the larger history of a region may be one way to find a clue to that elusive ancestor. Whatever you do, don't give up. Put your research down for a while then go back to it. That is often a way to clear your head and to find overlooked clues. Put out queries in genealogical magazines and on the internet. Sometimes the most unusual bit of information will lead to the breakthrough you need.