Records will have been kept locally in the colony, so contact the present country's National Archive (but see below for India).

As an alternative, sometimes events can be traced in Colonial Government Gazettes or the Colonial Office Original Correspondence for the colony. These are held in at The National Archives.

You could try asking at your local library for The British Overseas (Guildhall Library, 1994), which gives a list of contact addresses.

Try the India Office Records held at the British Library, for 1698 to 1968.

Try the Society of Genealogists for indexes, 1790 to c1900:

Society of Genealogists
14 Charterhouse Buildings
Goswell Road
London, EC1M 7BA
Telephone number: +44 (0) 20 7251 8799

Records are split between The National Archives, the various General Register Offices of England and Wales, Scotland and Ireland, and Guildhall Library

Some registers of births, marriages and deaths abroad are in the records of the Foreign Office.

Contact the appropriate General Register Office for further details:

England and Wales

Scotland

Ireland

Northern Ireland