With pre 1858 wills don't forget that there are sometimes seemingly odd locations, e.g. I found a will of a relative at Hayden Dorset was in the Wiltshire Archive at Chippenham, reason Hayden is in Salisbury Diocese, so this can be important in determining the location.
It is always the court that had probate jurisdiction that determines where the will is located. The majority go to Archdeaconry Courts that generally fall in with our concept of the pre-1974 counties. Though you do have to watch out for occasional places that moved from one archdeaconry to another.
The next higher courts are Diocesan which not only dealt with cases where the property of the deceased was located in more than one Archdeaconry within the Diocese but they also had the right to probate Archdeaconry wills every few years. Bear in mind that this is about cash - the charges for the probate service were a nice little earner.
Beyond the Diocese come the two Archdiocesan courts of Canterbury and York taking over when property from more than one diocese was involved. Canterbury would take precedence when the deceased had property in both archdioceses.
This is the basic, simple structure. Then it gets more complicated.
- First there was a snob value to having your will proven by the PCC (Prerogative Court of Canterbury) even if you could far more easily get it done locally. So there are an increasing number of wills taken to London (where the PCC operated). If nothing else it meant a nice trip to London for the executors. Obviously this practice is more prevalent in the counties closer to London.
- Secondly there are things called Peculiars. These are parishes, towns, bits of towns etc that for some historical reason answer to a distant Bishop or similar - for example the Dean & Chapter of St George's Chapel in Windsor had jurisdiction over several parishes in the west of Berkshire.
- Thirdly jurisdictions change. An example being the transfer of the Archdeaconries of Berkshire, Buckinghamshire and Oxfordshire to a new Diocese of Oxford in 1844. So control moved from Salisbury (Berkshire) and Lincoln (Bucks and Oxon) to Oxford for a few years until the national system took over in 1858.
- Another complication came if property in more than one country was at stake - something I have not had to face to date. Note that Scotland is a separate country when it comes to probate (and far easier to research as their historical wills are all online).
There are several books giving probate jurisdictions and local county record offices will be able to advise where to look.