To find out what has been filmed for your locality (Azores, Madeira, Cape Verde, Portugal), you will want to look in your FHL Catalog’s topics. To do this, chose Family Search, then Family History Library Catalog, then Locality, then Town or Parish. Press enter and then type in your area (Azores, Madeira, etc.). It will give you a list of topics, such as biographies, emigration & immigration, genealogies, histories, maps, notarial records, and orphanages. This list is what was filmed by the Genealogical Society of Utah (GSU). There may be other records, indices, and books that were not filmed that may be of use if you are able to travel there and use the records on site. A few of these other records are discussed below. Keep in mind that they may not be filmed for your locality.
1. Passaportes -"Passaporte" records are the emigration records leaving the country (immigration is coming into a country). These were filmed for Madeira, but not the Azores (I have no knowledge of Portugal's passaportes). However, today, they are all online at the CCA or ARM (access them through tombo.pt). They pretty much correspond to the American arrival records, getting more and more detailed about the passengers as time goes on. The following information came from the 1898-1911 Ponta Delgada, Sao Miguel island passaporte records: date, passport number, passenger number, name, parents names, age, marital status, council, freguesia (native town), occupation, whether able to read or write, destination, and observations (usually left blank). By 1915 the format has changed. The ask for: date, passport number, passenger number, name, age, marital status, profession, filiation (where emigrant is a legitimate or illegitimate child), native of which council & freguesia, resident of which council & freguesia, instruction (can read or illiterate), military info, whether emigration (as opposed to??), class of passenger, whether your 1st time emigrating, why emigrating, relationship to "head" passenger (here you find it says mulher for the wives), and destination (country and city), and observations. The different Azorean archives keep different information on their passengers. Some may be indexed, some may have individual files on the passenger! If you cannot find the arrival of your ancestor in American (or cannot ascertain which Manuel or Maria is yours), it may be worth it to search these records yourself since they contain your ancestor's parents on their records!
2. Land/Property Records - If your family had money, these records exist (although not filmed for the Azores). As relayed to me, Portuguese law states that a widow inherits half of her husband's estate. The other half is divided equally between the siblings. This may give a clue as to the number of living adult children still surviving.
3. Wills - Once again, if your family had money or property, then you may be interested in wills. The Azorean wills (not filmed) are filed alphabetically by the name of the family's notary (not the name of the deceased). Madeiran wills are contained within the obitos. They are easily recognizable. Obitos are usually short, and the will entries are longer. Brazilian wills are the next entry after a deceased person's obito.
4. Books - Some books were filmed by the GSU and others were not. Some of these books contain histories and genealogies of families (for the Azores: Fr. Gaspar Frutuoso's Saudades da Terra in 1596, Fr. Cordeiro's Historia Insulana in 1717, and many others). However, you will have to research quite a ways back to connect into the families mentioned in these books (note the publication dates). If your research does lead you back that far, researching the books (even though they are in Portuguese) is quite easy, compared to reading the handwriting of the priest's records!