The Albany Public Library has few resources on this subject. New York State did not require communities to keep official records until the 1870s. Prior to that time these records were kept only in churches. For information about how to obtain a birth, marriage, or death certificate, please consult the following links.
Marriages - Records from 1870 - 1954 are held by the Albany County Hall of Records.
Church Records - Records from 1756 - 1932 are held by the Albany County Hall of Records.