If you're Catholic, you're lucky because most Catholic records typically have more helpful information than you may suspect when you're researching. Look for a state archive for the diocese that you are interested in. Find out if they have research facilities and whether you can make an appointment so that you can go. I'm lucky that my diocese has a state archive and, with an appointment, I am allowed to search through their microfilm. I can then see the original entry rather than just getting the filled in copy of a baptismal or marriage form. The original entry typically has the names of the groom's and bride's parents and can sometimes have the grandparents' names. If your ancestor was an immigrant, it might have the country and county of origin.