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The first Scottish newspapers of any significance and continuance were the Edinburgh Evening Courant (1718) and the Caledonian Mercury (1720), which were national papers and gave little local news.
The first regional papers were the Glasgow Journal (1741) and the Aberdeen Journal (1748). The first paper that gave substantial coverage to local news was the Glasgow Mercury (1778).
Many more newspapers came into being after the French Revolution. You may find information such as local events; births, marriages, and deaths; obituaries of local worthies; and advertisements. Information taken from newspapers may be indexed to varying extents.
You can find copies of newspapers in the collections of the Newspaper Library section of the British Library, the National Library of Scotland, and local Scottish history libraries. For a comprehensive list of Scottish newspapers and their locations, see:
Ferguson, J.P.S. Directory of Scottish Newspapers. Edinburgh, Scotland: National Library of Scotland, 1984. (FHL book 941 B3f.)
Other lists of holdings of Scottish newspapers include:
Catalogue of the British Newspaper Library, Colindale. 8 vols. London, England: British Museum Publications, 1975. (FHL book Q 942 A5cn.)
Ferguson, Joan P. S. Scottish Newspapers Held in Scottish Libraries. Edinburgh, Scotland: Scottish Central Library, 1956. (FHL book 941 B3f; film 924676 item 4.)
North, John S. The Waterloo Directory of Scottish Newspapers and Periodicals, 1800-1900. 2 vols. Waterloo, Ontario: North Waterloo Academic Press, 1989. (FHL book Ref. 941 B33n.)
Crane, R.S., and F. B. Kaye. A Census of British Newspapers and Periodicals, 1620-1800. 2nd ed. London: Holland Press, 1966. (FHL book 942 B3ce.) This lists holdings in major U.S. libraries.
The Family History Library has no Scottish newspapers, but it does have some indexes and other related materials. You can find them in the Locality Search of the Family History Library Catalog under:
SCOTLAND - NEWSPAPERS
SCOTLAND, [COUNTY] - NEWSPAPERS
Modern newspapers can be helpful for finding living relatives or obtaining the services of someone to make searches in the locality from where your ancestors came. To obtain addresses for current newspapers use:
Benn’s Press Directory. Tunbridge Wells, Kent, England: United Newspapers Ltd, 1996. (FHL book Ref 942 B3n.)