There are index books if you go to the county or state in person. If you don't have an exact date, you would have to browse through the books year by year. At the state (Vital Records Office in Madison), you don't have to know the county. The index books will have the county.
It will usually not cost you anything to look at the records in person (with certain exceptions for Milwaukee County and the Vital Records Office in Madison that I know of...see below), just if you want a copy.
At Milwaukee County, you can look at any of the index books without charge. However, you can only look at the actual records for years up through 1932 I think it is. If you want them to pull a records after that, it will cost $7 to look at the record and $20 for a copy. Appointments are necessary to research here.
At the Vital Records Office in Madison, again you can look at any of the index books. The actual records you can look at without a fee vary by type of vital record. You can look at:
Births through 1938
Marriages and Divorces through 1967
Deaths through 2002
For anything after those dates, there is a $20 fee which includes a copy of the record. Appointments are required to research here also.