Parish registers for the Church of Scotland only are held at:

New Register House
Edinburgh, EH1 3YT
Scotland
Telephone number: +44 (0) 131 334 0380
Website: General Register Office for Scotland

Indexes and images to births, baptisms and marriages in the Scottish Old Parish Registers are available for a fee from ScotlandsPeople

Some registers for other denominations are also held at the National Archives of Scotland.