The UW of River Falls houses the Area Research Center located in the basement of the library. It holds records for Burnett, Pierce, Polk and St. Croix. They do research, for a fee. I have ordered obituaries from them before. You need to know the date of death, and which newspaper it would be in.
You can also go to the library directly and do research. I have spend hours looking at old newspapers on microfiche!
Here is the site:
www.uwrf.edu/AreaResearchCenter/Index