Have you gone through all her things? She may have written a "holistic" will--just out something down in writing and signed it? My brother did that, it was deemed completely legal--BUT nobody found it until after he'd been cremated and his children had begun the arduous task of cleaning out his apartment. He was not close to anybody, really, so it isn't their fault they didn't know he wanted his body left to the local Medical School, and wanted specific things done with his "artwork". He also left absolutely no money and so many of the things he specified were simply not going to happen. His kids just dealt with all his stuff and no legal issues ensued (it helped that his daughter is an attorney) BUT it would have been closure for them to know what their father wanted. Many people do their "wills" this way. Makes it super hard on the remaining family, but this happens a LOT.
Just some additional thoughts to add to my remarks already posted. In the absence of any Will, you can review information regarding the laws of intestacy in the state of NH and the probate/estate administration process. The NH Bar offers a thorough summary here related to the administration of someone’s estate: https://www.nhbar.org/uploads/pdf/admin_an_estate.pdf Also, if your sister did not have significant assets (e.g. real estate, etc), her assets may fall under simplified “small estate” administration (in NH $10,000 I believe) with or without a Will. The Court can give you the forms and instructions applicable to this process. You do not necessarily need a lawyer to file simple estate administration.
I'm sorry for your loss. If there is no record of a Will at the probate/Surrogate Court in the county where your sister lived, she may not have executed a Will through an attorney. Did she reside in any other county during her adult years when she may have been inclined to execute a Will? If so, you may want to check with those counties as well. Unfortunately, many people die intestate—without a Will--and their estate will be probated in accordance with the laws of their state of residency. If nothing is found in a home safe or bank safe deposit (which you will need court authorization to access), you will need to go through her personal effects to see if she left any form of self-composed will or instructions. My best wishes to you.
Just a suggestion, if she had a financial adviser or person handling her income tax preparation, you may want to check with him/her. it's not always necessary to follow those with the state or county in which one lives. Sometimes people will give their will to their financial person to hold for safekeeping. Did she have a safe deposit box at the Post Office? Good luck to you.
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Also, if your sister did not have significant assets (e.g. real estate, etc), her assets may fall under simplified “small estate” administration (in NH $10,000 I believe) with or without a Will. The Court can give you the forms and instructions applicable to this process. You do not necessarily need a lawyer to file simple estate administration.