Myers, Myer, Myar, Mier, Mire family of Loudoun County, VA and Hunterdon County

Has anyone experienced trouble "breaking into" New Jersey records?

We have brothers Joseph Myers and Jonathan Myers, brothers who married sisters Phebe and Mary Schooley ca 1740's. Jonathan converted to Quakerism, Joseph did not. There is a letter that has been located from Jonathan to another brother William Myers in Hunterdon County, NJ when the 4 of them and their families moved to Loudoun County, VA in 1761.

Since these Myers brothers were not quakers, there should be some sort of colonial records.

Any tips? Are ALL colonial records (birth, marriage, deed, probate, will) housed at the state archives?