(Apologies for using my male ancestor's name in the image at right. I wasn't searching for and didn't find one of my own female ancestors this morning.)
Don't discount the possibility of finding a will for one of your female ancestors until you've searched the will books. In my early days of working on family history I read several books that strongly suggested that women in the 1800s rarely had wills. Rare doesn't mean nonexistent.
While looking through the microfilm of a Butler County, Pennsylvania, will book at the Family History Center (FHC) this morning, I was struck by the number of women's names I saw. I mentally noted that at least one in every ten wills was that of a woman.
You can find microfilms of will books for U.S. counties in the Family History Library Catalog by typing in the location where your ancestor may have died, looking at the film notes, jotting down the film number, then finding a local FHC and ordering the film. The shipping and processing for each film costs $5.50 and will stay at your local FHC for one month.
One in ten is a low percentage but if your ancestor happens to be one of those ladies who recorded a will, you may have found a gold mine of information.