The official home page of the New York State Unified Court System. If your loved one dies with a will, you must file the will in the Probate Court in the county where the deceased was domiciled at the time of their death.Death records are also available from the local Registrar of Vital Statistics where the event occurred. Questions or comments? We've got the answers in our FAQs. Investments What is a Coverdell Education Savings account? Appeal from the Superior Court of the District of Columbia. Learn How to Order a Death Certificate in Pennsylvania. What is a death certificate? Laws, Rules, and Regulations.