If you have ancestors in New Hampshire, you'll need to use the Sargent Index. It was WPA Project which indexed all the town records in New Hampshire. When you look up names you see the town, volume number, and page number on which that name appears. Additionally there are codes such as (FR) for Family Record and (MR) for Marriage Record. These two things are what all genealogists key into.
When I was working on the Yeaton family I discovered that the Sargent Index did not cover ALL New Hampshire towns. Common sense says that all later towns that didn't have town records weren't included. However, several early town were accidentally omitted. One of those towns was New Castle which is central to the Yeatons. So, you need to read those town records from beginning to end. Here's the official list I received from the New Hampshire State Library. It appears old, but it gives you a fair idea of whether you need to pay special attention to certain towns.
Addition: I forget to initially mention that this index is usually called the New Hampshire Town Index It is available at the New Hampshire State Library (Concord, N.H.) and in microfilm at the NEHGS library (Boston, Mass.) and the Family History Library (Salt Lake City, Utah), among, I'm sure, many places.