Historical records for Caldwell Parish, LA would be in the Clerk of Court's office located in the parish courthouse in Columbia, LA. Marriage records, land transactions etc. should be there. Any U.S. Government land either homesteaded or purchased can be found in the U.S. Bureau of Land Management and can be accessed via their website (free) and from there you can print out officical land transaction documents or send for official copies for a fee. You can search the website by state and parish for Louisiana and counties for other states.