Two courthouses existed in (Old) Rappahannock County, one on either side of the river, known as the "northside" and the "southside". Because of the inconvenience of this situation Rappahannock County was divided in April 1691 along the Rappahannock River with the north side becoming Richmond County (North Farnham Parish) and the south side Essex County (South Farnham Parish and St. Anne Parish, the latter becoming Caroline County in 1727). After this separation Rappahannock County ceased to exist except that the name was reused in 1833 to form a new Rappahannock County in northern Virginia.
For convenience, the state decided that records belonging to the old Rappahannock County would be maintained in Essex County. Note that Old Rappahannock County was originally formed from Lancaster County and records before 1651 are in Lancaster County.
Source: "The Formation of Essex County", Essex County Historical Society
More of the history of Essex County, Virginia
Westmoreland County, Richmond County, Middlesex County, King and Queen County, Caroline County and King George County