The Church of Jesus Christ of the Latter Day Saints (LDS) has compiled various genealogical vital records into one searchable index titled the International Genealogical Index, or as it's commonly known, the IGI. It is available online through their own website, FamilySearch.com, and through cd-rom and fiche at its Library in Salt Lake City, Utah, or the library's satellite Family History Centers (FHCs).
Generally, the IGI is composed of christening, birth and marriage records. It is an extraordinarily useful resource to genealogists, and one of the most widely used, but like any index, it is not infallible. As their website notes:
"The International Genealogical Index is a partial index to vital records from around the world. Some of the information may have come from microfilm copies of the original records. Because the original records may have been updated by the record custodians, you may find additional, more accurate information in the original records. "
No explanation of the IGI is complete without mentioning Batch numbers. Knowing the batch number for the parish can be a helpful step in your research, and enrich your search of the IGI. Hugh Wallis's impressive site, IGI Batch Numbers - British Isles and North America explains batch numbers clearly, and has organized the batches by country, then county.