I have seen the Sarah/Sally name interchange.
www.usgenweb.org - haven't used the site in ages but when you go there, on the left hand side of the screen is all the states listed - you could try New York and Massachusetts - but if you don't know where in Massachusetts any of this happened you're not going to know what county to choose - but there are some 'old' recs that people have been adding into a database.
archives@sec.state.ma.us - that's the email for the Massachusetts Archives - they might be able to help you.
go to NEHGS and look at all their databases - you don't have to be a member just to look and see what they have - I noticed that there were some NY databases.
or
Post another message with specifics that you are looking for.
Have you 'googled' the names or info you want? I did that once for a family member and I found info - I believe it was at Amazon books or something like that - info came up because this relative owned a company and it was listed in a Massachusetts book.
I wish I could've help you more.
Margaret