State of the Family Certificates can be used to track the emigration of your ancestor (or their siblings and cousins). Sometimes you will find that different family members emigrated to very different parts of the world.
Take for example the family of Guido Colotti. If you follow the link by clicking on the title of this post, you will see the State of the Family record for Guido Colotti, son of Bartolo. This family had no idea where this sibling went and would never have guessed that he emigrated to Russia. Different members of this family dispersed to Russia, Switzerland, and South Africa, three very different places.
These records have not always survived. Multiple civil record offices have informed me that these records were destroyed with the onset of regular censuses. However, I would suggest you ask in case they are still available, and because the censuses are often much harder to access.
Leave no stone unturned.