I've been doing this for several years now, and usually when someone says "I can't find ANYTHING on them" there's a spelling problem or a name change. And I've done probably hundreds, if not thousands, of lookups, and I can usually tell what part of the name is creating the problem and then I look for something very similar.
I don't always find it, but I have a pretty good success rate.
I found all my info on Ancestry.com, I have a subscription to their site. Many public libraries and archives and genealogical libraries have subscriptions that people can use for free.