Registration of Births, Marriages and Deaths began in Scotland on 1st January 1855. For details of these and other records held at the General Register Office in Edinburgh, see the GRO tutorial. Copies of post-1855 civil registration certificates are also held at local registrars' offices across Scotland. A list of addresses for these is contained in The Parishes, Registers & Registrars of Scotland edited by S.M.Spiers and published by the Scottish Association of Family History Societies.
GRO and OPR indexes have been online since 6th April 1998. Indexes are available for births or christenings 1553 to 1905, marriages 1553 to 1930, and deaths 1855 to 1955. (Those are dates as at Jan 2006 - a later year is added each year). For further information please see ScotlandsPeople.
David Wills has provided a listing of LDS Microfiche and Microfilm numbers - Birth, Marriage and Death Records in Scotland.
Wayne McKirdy has compiled an Analytical Index to the Statutory Registers of Death for Bute, Clackmannan, Kinross, Peebles and Sutherland over the years 1855-1875, and for Lanark 1855-1857 and Selkirk 1855-1859. The index includes most details given in the registers for ALL deaths in that period.