Begin by contacting the state agency which created or collected the records. You can either visit the agency's web page, or you can contact the agency's Records Coordinator who should be able to help you identify the correct division and locate the records.
Older records may be located at the Indiana State Archives if they have been identified as having historical value; legal limitations to public access may still apply depending on the type of record. Your search will likely be most efficient if you contact the original state agency first, no matter the age of the records you are seeking. Agency staff can inform you as to whether or not the records have been transferred to the ownership of the State Archives.