It depends which country you are in as each operates slightly differently. But basically you will need to find the origianal event certificate or record. So nearby relatives might well have birth, marriage or death certificates for relatives.
Some countries may have extracts or transcriptions online but most only have an index of the original data but with the record number you can order a copy certificate in most countries.
Other sources for dates are online church records or even gravestones, but nothing beats an original certificate for certainty of dates.