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).