...starting specifically with Allegheny County, Pennsylvania (which includes Pittsburgh).
The indexes are in separate books and usually are absolutely complete, containing the name of every person mentioned in every deed from the time the county was founded down to date. There are four sets of indexes to be examined grantors, grantees, mortgagors, and mortgagees.
An earlier post, Which Index Is Which?:
An alpha index using the first letter of one's surname may seem obvious; however, other indexing systems include the Paul Company, Burr Record, Campbell, Cott and the Russell Index. ...I've used the Russell Index while researching in Pittsburgh (Allegheny Co, Pennsylvania). FamilySearch has an explanation of Index Systems.