I spent some time yesterday, in Strathconon, with the Session Clerk of the Contin Church of Scotland who confirmed that the Church Records of his church, along with most other C of S churches, are with the NLS in Edinburgh.
All the pre-1855 registers of the Church of Scotland parishes are in the care of the
Registrar General (not the
National
Library of
Scotland) in Edinburgh and the contents are available online at
www.scotlandspeople.gov.uk.
When statutory civil registration was introduced in 1855, the legislation included a power to the Registrar General to collect all the C of S registers for safe keeping, and an obligation on the C of S to hand them over to the RG. Therefore there is no point in going to any Church of Scotland if you want to look up a baptism or proclamation of banns before 1855.
The surviving C of S registers from 1855 onwards remain with the churches.
The Roman Catholic registers, and many of the free churches' registers, are also available online.
The Episcopal Church's surviving registers are either still in the churches or in diocesan, local or university archives.