Martin origins

The furthest I can go is Austin Martin born in Quebec, Canada about 1815 and died in Mexico, Oswego, New York about 1893. I presume my Father's side of the family came from France but am unable to prove it yet. I have an 1850, 1860, 1870 Mexico, New York census records. His son Anthony is his neighbor in the 1860 Mexico, New York census. He must have been married at least three times. The only idea I can come up with is to find Catholic records that my prove but, I have no idea which parish or if the records exist.