The Saskatchewan Archives Board is the primary archive for the province. They have a family history research page with information on birth records, death records, marriage records, land records and more. They also have many non-government records, photographs, etc. The following is a sampling of their genealogy records:

• Land records–we’re listing this first because the Saskatchewan Archives Board has a free, online searchable database for pre-1930 Homestead files as well as general information on how to search for land records in the province.
• Birth, Marriage, and Death records-“For the most part, the Saskatchewan Archives does not have records for events such as baptisms/births, marriages, or deaths/burials – often referred to as “vital statistics”. The two most common sources of information for these types of records are church archives, and the Vital Statistics Registry of eHealth Saskatchewan.”
• Church records-“More than any other type of institutions, religious organizations have been scrupulous in recording vital statistics information. Important rites, such as baptisms, confirmations, marriages and burials, have usually been dutifully recorded in the parish register very soon after they were performed by the church. …The Saskatchewan Archives has in its custody many original and microfilm copies of parish registers. Most of these are from United, Anglican and Presbyterian churches in the province, but other denominations such as Catholic and Lutheran are represented as well. …Listed below are addresses for the major church bodies represented in Saskatchewan.” A list of churches and contact information follows.
• Court records-information on how to acquire court records and a listing of court records held by the Archives
• Municipal records-these include tax rolls, maps, voters lists, cemeteries operated by a municipality, etc. Included is a search system for finding a municipality and all contact information including their website, phone numbers, email addresses, and office hours. There is also a link for all archives in Saskatchewan including their addresses, phone numbers, and office hours.
• Education records-“All daily attendance registers preserved at the Saskatchewan Archives are restricted due to personal information contained within the record. …While individuals may apply for access to their own school records, student records from institutions of higher education are not readily accessible to the general public.”
• Census records-“From 1851 to 1951, a nation-wide census was taken in Canada every ten years. … Starting in 1906, a special census of the Prairie Provinces (Alberta, Saskatchewan, and Manitoba only) was conducted every ten years. … Starting in 1956, the census of the entire country was taken every five years. …An index by name to the 1901, 1906, and 1911 censuses is available online at www.automatedgenealogy.com. For census years where there is no alphabetical index, you must first establish the place of residence of the ancestors you wish to research, and you must be prepared to search through the census records for all residents of that particular area.”
• Immigration and Naturalization and Citizenship records-primarily on microfilm
• Military records-“Library and Archives Canada (LAC) is the primary source for Canadian military personnel records.  LAC has made many of their indexes and sources available online at http://www.bac-lac.gc.ca/eng/discover/military-heritage/Pages/military-heritage.aspx.  Records at Library and Archives Canada include pre-First World War records, First World War records (1914-1918), and post-First World War records including records from the Second World War (1939-1945). …Although official military records are only available from LAC, the Saskatchewan Archives has some records which pertain to Saskatchewan servicemen.”
• First Nations and Métis records-“Although the Saskatchewan Archives does have a variety of records in our Collection which relate to First Nations and Métis people and communities in Saskatchewan, the most comprehensive collection of archival records regarding Aboriginal peoples in Canada is held by Library and Archives Canada (LAC).”
• Newspapers-“The Saskatchewan Archives houses the largest available collection of Saskatchewan weekly newspapers, and many of the major Saskatchewan daily newspapers.  In most cases, these newspapers are available on microfilm, beginning with the Saskatchewan Herald (Battleford) which was first published in 1878.”
• and more