By law, the person who possesses a Will is supposed to file it with the probate court for the county in which the decedent resided - as soon as reasonably possible after death - so one way to find out is to check with the probate court for the county in which the decedent resided at the time of his death - if no will is filed and you are an heir (surviving son, daughter, spouse) AND there are assets that need to be probated to pass to the heirs, then you may be able to file a petition to probate the estate "intestate" - (i.e., without a will). You should meet with an attorney to be advised specifically about your situation.
Answered on Feb 13th, 2013 at 6:41 PM