You need to know and search for all possible place name changes and variations.  In general, original records were recorded with the name of the place at the time of the recording and indexed accordingly.  However, our ancestors answered a simple question like "where were you born?" at times with the place name in effect when they were born and at times with the current place name (i.e. Russian Empire vs. Poland) and again indexed accordingly.  Compounding this problem is the wide variation in spellings.  For example, Szczuczyn is sometimes recorded and indexed as Stuchin, etc.

-- Brad Rubin