Finding a death certificate or death registration for an individual will depend on numerous factors perhaps the most important being Where and When did they die? Another important question - do you want an actual death certificate or a copy of the death registration (which usually has more useful genealogical information)?
Each jusrisdiction sets its own rules about the release of personal information. For example, the province of Ontario (in Canada) releases death registrations into the public domain after 72 years. Prior to that you must be the next-of-kin, or the executor of the estate to request the information.
Generally, each state/province/county has an agency that deals with "vital records", whether it is a part of the public health department, a separate vital statistics agency, or the region's 'registrar' responsible for the retention and release of these records. After the record becomes public domain it is usually held in the regional archives.
Familysearch.org offers indexes of many jurisdictions death registrations that have become public domain and is a good tool to help you track down the death registration in question. The LDS also has many family history centres around the world.
The various genweb projects (for example CTGenWeb for Connecticut) often have links and transcripts of many of the available vital statistics records for their local regions.
Libraries often hold a collection of genealogical information for their local area, microfilm of records from their region, and many libraries also have subscriptions to ancestry.com library edition and/or heritage quest databases.
There are a number of web forums (such as rootsweb) where people share transcripts - these are often organized into surname specific forums.
Without knowing where the person died, and roughly when, I'm afraid I can't be more specific.
