Church records do exist back that far, but it depends on the denomination. Henrietta does exist as a town in Monroe County. MC was created in 1821. Your best bet might be to contact the Henrietta Historian. She is great, and her name is Tina Thompson, 475 Calkins Road, Henrietta, NY 14467, (585) 359-7042, email@example.com
If the family moved away to another area, there MIGHT be land records in the co clerks office. But that early, church records are about it.