If you have British ancestors, you might find the Lost Cousins website useful.
It's free to join, and what you do is enter any members of your family who appeared on the 1881 census of England, Wales or Scotland. And you can find the census on line, too.
Once you've entered them, the Lost Cousins site attempts to match them with data entered by other members, and if you've entered the same family as someone else, chances are you're related!
And the more people who participate, the more chances you have of finding a lost cousin.
I've entered about 120 blood relatives so far.