Materials that were created on paper often remain in paper. Microforms often remain as just microforms. Digitization can be expensive, and many materials will never be digitized, because the potential economic return doesn't justify the expense. Often, a researcher will have to look at paper documents and sit at a microform reader.
National Archives This agency has military, immigration, naturalization, and other records.
Vital Records One may order, and pay for, these records (birth, death, marriage, divorce) from the official government source.