Tax lists in Pennsylvania can help you establish where an ancestor lived prior to and between the federal censuses.
An early form of tax list is:
Pennsylvania. Secretary of the Land Office. Rent Rolls, 1703-1744. (FHL films 1035090 item 2 and 1032840 items 1-2.) These rolls have indexes which are excellent tools for locating those who owned land at this time.
The Pennsylvania Archives(see the "Pennsylvania Genealogy" section of this site), 3rd series, volumes 11-22, contains tax lists for varying years between 1765 and 1791, for 14 of the 19 counties created by 1788. Indexes are in volumes 27-29 of the series (FHL films 824436-37).
The eleven colonial counties are also indexed in John D. and Diane Stemmons, Pennsylvania in 1780: A Statewide Index of Circa 1780 Taxlists(Salt Lake City, Utah: [Stemmons Publishing Co.], 1978; FHL book 974.8 R42p.)
The library has the following federal tax records:
United States. Secretary of the Treasury. United States Direct Tax of 1798: Tax Lists for the State of Pennsylvania. (FHL films 351594-617.)
United States. Commissioner of Internal Revenue. Internal Revenue Assessment Lists for Pennsylvania, 1862-1865. (FHL films 1549103-209.)
The Family History Library has microfilm copies of many county tax lists from county or state repositories. These lists often date from the creation of the county and to the early 1800s. An example is Pennsylvania, Comptroller General, Tax and Exoneration Lists, 1762-1801 (on 29 FHL films beginning with 295759). Many of these may be the same as those cited in the Pennsylvania Archives above.
An increasing number of web sites can also provide some tax lists. Try using a search engine with the Terms such as "Pennsylvania, Tax, and Lists".