BIVR = British Isles Vital Records [LDS] 2nd ed

The following parishes records have been searched without finding any STERRYS or similar:

Belton (All Saints) (Marriages 1754-1812 - Modern Transcription)
Bourne (Burials 1813-1900 - Modern Transcription)
Coleby (Baptisms, Marriages and Burials 1561-1812 - Modern Transcription)
Gainsborough (All Saints) (Marriages 1754 - 1812 - Modern Transcription)
Grantham St Wulfram (Marriages 1700-1812 - Modern Transcription)
Haydor (Baptisms, Marriages and Burials 1559-1649 - Modern Transcription)
Holbeach (Baptisms, Marriages and Burials 1606, 1613-1641 - Modern Transcription)
Lincoln St Botolph (Marriages 1837-1900, Burials 1800 - 1897- Modern Transcription)
Boston St Botoph (Baptisms 1800 - 1900, Marriages 1754-1812 - Modern Transcription)
Horncastle (St Mary) (Burials 1813 - 1900 - Modern Transcription)
Readby (St Oswald) with Althorpe (Marriages 1672-1812 - Modern Transcription)
Sleaford (St Denys) (Burials 1813-1900 - Modern Transcription)

The following parishes have been searched and have located STERRYS or similar:

Alford
Baptisms (IGI)
1577 Dec 28 Elena d. Henrici Sturi

Alvingham
Marriages

There is one marriage in Boyd's:
1702 Tho Gentle & Jane Storry

Barton upon Humber (St Mary)
Baptisms (IGI)
1741 Aug 1 Tho s. Edwd & Mary Sturry
1744 Apr 18 Mary d. Edwd & Mary Sturry
1746 Dec 6 Ann d Edwd & Mary Sturry
1749 Aug 5 Edwd s. Edwd & Mary Sturry

Barton upon Humber (St Mary)
Marriages

There is one marriage in the IGI:
1740 Nov 25 Edwd Starry and Mary Porter

Belchford St Peter & Paul
Marriages (FreeREG)
1737 May 15 Jacob Gainsley & Elizabeth Sturry

Burton upon Stather
Baptisms 1538-1990 (Modenr Transcription-Family Search)
1864 Jan 10 Mary Elizabeth d. George & Amelia Starry

Castle Bytham
Baptisms

There are two baptisms in the IGI:
1589 Apr 21 Anne d. Richard Starey
1629 Jun 3 Elizabeth d. Francis Starey

Crowland
Marriages (Lincolnshire Marriages Index 1837-1870)
1865 Feb 23 William Storry, Father: John Storry & Mary Rosbe, Father: John James Rosbe

Cleethorpes
Municipal Cemetery 1877-1994 [NBI]; [FreeREG]
^1900 Apr 4 [died 1 Apr 1900] Henry Guy s. George Arthur & Emily Sterry, 4 yrs, Harrington St [See Cemetery Records below]

Ewerby
Baptisms
The IGI has one baptism:
1778 Aug 29 James s. James and Sarah Stery

Fleet
Marriages
The IGI has one marriage:
1760 Aug 14 Elizabeth Starey & Benjamin Snelson

Great Grimsby St Mary and St James
Baptisms 1538-1990 (Modern Transcription-FamilySearch)
1893 Nov 16 Harriet d. Alfred John and Harriet Sterry

Great Grimsby St Mary and St James
Marriages 1844-1879(Modern Transcription)
Nil

Holbeach
Baptisms
The IGI has one baptism:
1759 Mar 2 Lydia Sterey

Horncastle
Baptisms (Modern Transcription-FamilySearch)
1878 Dec 7 Joseph s. Dawson & Ann Starey
1878 Dec 7 George s. Dawson & Ann Starey

Kirton in Holland
Baptisms
The IGI has one baptism:
1665 May 7 Anna filia Richardi Stery et Annae

Laceby St Margaret
Baptisms (FreeREG)
1590 Nov ___ Joane STARRY
1577/78 Jan 28 Nicholas s. Willm Stary
1580 Aug 13 Elizabeth Stary
1587 Mar 30 Isabell d. Wm Stary

Langtoft St Michael
Marriages (FreeREG)
1973 Jul 14 Peter John Sterry,  22, Bachelor, Trainee chemist, Fellowes Drive Ramsey, [Father] James Parkin White, Farmer & Susan Elizabeth White,  21, Spinster, Seed analyst, East End Langtoft, [Father] Allan Carter Sterry, Television engineer. Wit: D Sterry, J P White

Sleaford St Denys           
Baptisms (FreeREG)
1742 Dec 1 Ann d. Robert Stery

Sutton St Edmund
Marriages 1827-1844 (BIVR); (FreeREG)
*1843 May 23 Samuel Woods, Bachelor, Labourer, Sutton St Edmund, [Father] James Woods, Labourer & Eliza Sterry, Spinster, Sutton St Edmund, [Father] Cornelius Sterry, Labourer. Wit: William Woods, William Robinson
*1852 Aug 22 James Barker, 30, Bachelor, Labourer, Guanock Gate, [Father] John Barker, Labourer & Eliza Woods, 31, Widow, Guanock Gate, [Father] Cornelius Sterry, Labourer. Wit: Frances Scottson, Sarah Woods

Tealby
Marriages

The IGI has one marriage:
1684 Jan 14 Catharina Sterry & Gulielmus Porter

Tydd (St Mary)
Marriages

The LDS Vital Records British Isles 2nd edition has the following marriage (FHL Film 1542154 Dates: 1571 - 1576) :
1754 Jul 14 John Nicholasson and Margt Starie

Upton cum Kexby
Baptisms

The IGI has one baptism:
1600 Oct 26 Hughe s. of Hughe Starye

Well
Marriages

There is one marriage in Boyd's at Well:
1729 Elz Storry & Wm Houghton

Welton le Marsh St Martin
Baptisms (FreeREG; IGI)
1746 Jul 29 Thomas s. Thomas & Mary Sturry,  Day labourer
1748 May 1 Sarah d. Tho & Mary Sturry
1749 Nov 5 Juliana d. John & Mary Sturry [IGI has Nov 13]
1751 Oct 6 James s. Thos & Mary Sturry

Welton le Marsh St Martin
Burials (FreeREG)
1752 May 8 Juliana d. Thos & Mary Sturry

Also searched:

City Apprentices Index. No Sterrys.
Proprietors & Tenants of the East and West Fens 1807. No Sterrys
Musters 1781-82. No Sterrys
Settlement Examinations - Kesteven Quarter 1700 - 1847. No Sterrys
Petty Sessions - Sleford, Lindsey. No Sterrys
Lincoln Union Workhouse. No Sterrys
Lincoln City Marriages 1813-1837. No Sterrys
Marriage Index of Lincolnshire - Grantham Deanery 1700 - 1753. No Sterrys.
Lincolnshire Burials 1813-1900 (Louth Holy Trinity, St James & St Michael) No Sterrys.
Lincolnshire Strays. No Sterrys.
Wills beneficiaries. No Sterrys.

BRS Calendar of Wills 1601-1653
Stires, Thos, Iver, Bucks, 1621 ii, 183

Lincoln Marriage Licences 1598-1628. No Sterrys.

Marriage Indexes 1813 - 1837 (St Wulfram Grantham, Graffoe Deanery, Lawres Deanery, Beltosloe Deanery, West Wold Deanery, Calcewaithe & Candleshoe Deanery, Haverstoe, Grimsby & Cleethorpes Deanery, Louthesk Deanery, Yarborough Deanery, Lafford Deanery, West Elloe Deanery, Holland East Deanery, St Botolph's, Boston, Holland West Deanery, Aveland & Ness Deanery, Stamford Churches, Grantham & Loveden Deaneries, Bolingbroke Deanery, Corringham Deanery, Manlake Deanery, Isle of Axholme Deanery). No Sterrys.

Marriage Index 1754-1812 (Grantham Deanery, Graffoe Deanery, Westwold Deanery, Calcewaith & Candleshoe Deanery, Louthesk Deanery, East Elloe Deanery, Holland & East Deanery, Aveland & Ness Deanery, Manlake Deanery, Bolingbroke Deanery, Corringham Deanery

Lincolnshire Marriages 1754-1812. No Sterrys.
Poor Law Index - Kesteven. No Sterrys.
Quarter Sessions 1700-1847. No Sterrys.

Cemetery Records
The following indexes of cemetery records were searched without finding any Sterrys:
Barrow on Humber, Brigg, Cleethorpes, Grantham.

Sterrys were found at:

Cleethorpes Cemetery Burial Register
**Sterry Henry Guy, Harrington St, 24, Cleethorpes son of Emily and George Arthur Sterry, 0663, 4, G08.32, died 1 Apr 1900, buried 4 Apr 1900

Grimsby Cemetery Scartho Rd
Sterry, Alfred, 64, died 30 Oct, buried 3 Nov 1913, 5/19093

* = Bury St Edmunds, Suffolk, UK line
** = Lowestoft, Suffolk, UK line