When you are researching, there are archives/repositories at three different levels that may hold relevant records for you. They correspond with the three levels of government: municipality, province, and country.
Local or regional archives
Each municipality turns over their records to a local or regional archive. Examples of local archives are the Amsterdam City Archives or the Oldenzaal city archives. These municipalities have their own archivist rather than using the services of a regional archive. An example of a regional archive is the Regionaal Archief Tilburg, that keeps the records of twelve municipalities in the Tilburg area. Local and regional archives typically also keep records of organizations and families from the area, such as churches, companies, noble families, etc. Try searching for the name of the municipality where your ancestors lived plus the word “archief” [archive] to try and find which archive keeps their records.
City Archives of Amsterdam (side view). Photo by author
Regional Historical Centers in the provincial capitals
These keep the records of the province and organizations in the province. Most of them also act as the local archive for the municipality in which they are located. An example of a Regional Historical Center is the Gelders Archief, that also acts as the local archive for Arnhem. Court records and notarial records were initially turned over to the regional historical centers in provincial capitals, but they are now sometimes transferred to archives at the local level, with the exception of the appellate courts. Prison records are kept at the provincial level.
Gelders Archief in Arnhem, the capital of Gelderland. Photo by author
National Archives
The National Archives in The Hague keep the records created by the national government and  organizations of national importance. Military records are kept at the National Archives. If your ancestor worked for the national government, personnel and pension records can be found there. They also keep the records of the Kings and Queens, including royal dispensations for things like marriages to relatives in the forbidden degrees, awarded pensions or gratifications, and certain government appointments. Examples of organizations of national importance of which the records are kept at the National Archives are the Dutch East India Company and West India Company. The National Archives in The Hague also acts as the Regional Historical Center for the province of Zuid-Holland.
National Archives of the Netherlands. Credits: Vera de Kok, Wikimedia Commons (CC-BY-SA)
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