External help
Once you've gathered together as much as you can from personal contacts, it's time to start looking externally for help. There are many, many sources of information out there, some of which are free, and some of which will charge. New sources are appearing all the time, as libraries and archives digitise their records, and many books are available to advise you on the topic. Some of these are listed below.
This is not meant to be an exhaustive list, just a starting point for your research.
Local history societies
Many towns, villages and regions within cities have their own local history societies. Your relations may have moved around several times since leaving Fair Isle, and may have joined these societies, or even formed them! If you have moved on since, there may still relations in places your family once lived, or other émigrés may be members.
Even if there are no relations or connections, local historians are a font of knowledge, and are usually more that happy to provide advice for a novice. Join societies and ask for help. Shetland and Orkney both have lively societies.
Websites
http://www.scotlandspeople.gov.uk/
Information about Scottish Births Deaths and Marriages (BDMs) is available from “Scotland’s People” online, at a cost. These records started in 1855. Census records are available from 1841. Additional services can be accessed from this site
eg older information and wills. You purchase credits and use them each time you initiate a search. It can be costly if a search provides you with ten options for your relative and you pay for each one, however you can visit the archive and purchase a day’s access if you are in Edinburgh.
Similar to a number of other organisations, they will give you access to many records, although Scottish births, deaths and marriages are not available on this site. You pay for a year’s access and have unlimited use of the system.
For people searching for Shetland ancestors, this site is an incredible resource. Once you have located one relative, it will lead you to births, deaths, marriages and other information. And it is free, although it appreciates donations.
Provides a free genealogy forum, with records of earlier searches.
Other sources
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The Shetland Museum has an excellent archive, including photographs that can be viewed online (http://photos.shetland-museum.org.uk). The staff are extremely helpful.
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Many local and national museums can be useful.
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The National Library of Scotland has a digital gallery, although many items must be viewed in person. It holds a huge resource base, from newspapers to personal papers. You can pay to have some items copied and sent to you.
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SCAN, the Scottish Archive Network provides a catalogue that links to 52 Scottish Archives.
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The National Archive of Scotland holds public and legal records, along with local and private archives. They have an excellent catalogue and the staff help you, although you may have to order items prior to visiting, since this is a huge collection, kept at a range of sites. Check with them beforehand.
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Many cities and districts have accumulated archives that are open to the public, eg Dundee City Archives allows you to view a wide range of maps, photographs, correspondence and records.
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The Scottish Genealogy Society will help you to access family history. Ask them for a list of professional genealogists. I recently paid £100 for 4 hours work with a successful outcome, having wasted hours trying to locate a branch of family.
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Many newspapers, such as The Scotsman, have digitised old newspapers and these can often be accessed online for a small fee.