Have you used the UK Gazettes for your research? These government publications don't just contain information from the United Kingdom, but also include many other countries, and a wealth of useful historical and genealogical information can be found in them.
Publication started in 1665 as the Oxford Gazette. This was the period where the Court and Government in England had moved from London to Oxford to escape the Great Plague. They returned to London in February 1666, and from that time on the publication was called The London Gazette. Later the Edinburgh Gazette, Dublin Gazette and Belfast Gazette were founded.
The range of information that can be found in these publications is enormous. From a pure historical point, you can find reports of the Great Fire of London, the Boston Tea Party, a report on the Battle of Waterloo by the Duke of Wellington, the Siege of Louisbourg in Nova Scotia in 1758, and even a report on the Gallipoli campaign.
The Gazettes can also provide information on much less well-known events in history. An example from 1723 was the notice concerning the Free Society of Traders to Pennsylvania. They had passed an act in 1722 for selling lands they owned in the City of Pennsylvania, and the 1723 notice stated that no monies arising from the sale will be distributed until March 1725. It further stated that any enquiries should be made to John Davis, pastry cook, of Pudding Lane near the Monument. This is the same Pudding Lane where the Great Fire of London started on 2 September, 1666.
From a genealogical perspective you can find all manner of things. The Gazettes are most famous for publishing details of officer appointments and promotions for members of the armed forces, but they also include gallantry awards for people of all ranks. These are not confined to members of the British armed forces either, with members of the Australian, New Zealand and Canadian armed forces being included, as would be people from other countries closely connected to the UK.
There are also civil awards, like knighthoods and awards of honours such as MBEs and OBEs. Many "little" people are also included in this category, like Ida May Spencer, who was recognised for "social welfare services, especially under the auspices of the Country Women's Association, in the State of Western Australia".
Another key function of the Gazette is to announce appointments. The very first edition contains the announcement of Dr Walter Blandford's appointment as Bishop of Oxford. More recently, the appointment of Arthur Phillip to be first Governor of NSW was announced in 1787, as was the appointment of George Aikin to be Her Majesty's Consul in California in 1851.
But there are also a treasure trove of other things waiting to be found for the family historian. In 1837 there is an announcement that Anne, Hester and Caroline Sewers who had been working as milliners and dressmakers in Hanover-square in London will no longer be carrying on their business. Furthermore, it states that Caroline is now the wife of William Copeland and is living in Toronto. Imagine how valuable that information would be if you were descended from William and Caroline Copeland and didn't know where Caroline had come from!
There are announcements of intestate estates of people in various African Colonies, and even the search for a "lost" heir, last known to be at the gold-diggings in Ballarat in Australia.
The scope and variety of information included make these publications too important to ignore. The London, Edinburgh and Belfast Gazettes can be accessed for free online at The Gazette: Official Public Record.