http://www.familysearch.org/Eng/Library/fhlcatalog/supermainframeset.asp?display=localitydetails&subject=12524&subject_disp=England%2C+Gloucester%2C+Cheltenham&columns=*,0,0
amongst other records you could inspect at an LDS centre near you ... :-
Births and baptisms, 1812-1837 Wesleyan Church (Cheltenham, England)
Births and baptisms, 1819-1837 Countess of Huntingdon's Chapel (Cheltenham, Gloucestershire)
Births, baptisms and burials, 1810-1837 Independent Church. Highbury Chapel (Cheltenham)
Births, marriages and deaths for the monthly meeting at Cheltenham (Gloucester), 1665-1821 Society of Friends. Monthly Meeting of Gloucester, at Cheltenham (England)
Bishop's transcripts for Cheltenham, 1606-1812 Church of England. Parish Church of Cheltenham (Gloucestershire)
Cheltenham settlement examinations, 1815-1826 Gray, I. E. (Irvine Egerton)
Marriages at Cheltenham, 1588-1812 Church of England. Parish Church of Cheltenham (Gloucestershire)
Nonconformist registers Gloucestershire Family History Society
Parish register transcripts, 1558-1682 Church of England. Parish Church of Cheltenham (Gloucestershire)
Parish register transcripts, 1825 Church of England. Parish Church of Cheltenham (Gloucestershire)
Parish registers for Christ Church, Cheltenham, 1865-1899 Church of England. Christ Church (Cheltenham, Gloucestershire).
Parish registers, 1845-1931 Church of England. St. Peter's Church (Cheltenham, Gloucestershire).