Several state insurance departments and the National Association of Insurance Commissioners have Life Insurance Policy Finders that (at no cost) direct consumer inquiries to all life insurance companies that sell policies in that state. In certain states, insurer participation in such policy locator services may be voluntary (where specified).

National Association of Insurance Commissioners' Lost Policy Finder
https://eapps.naic.org/life-policy-locator/#/welcome

Alabama:
https://www.aldoi.gov/Consumers/LifePolicySearchService.aspx

Illinois:
https://insurance.illinois.gov/Applications/LifePolicyLocator

Kansas:
https://www.ksinsurance.org/healthlife/life/life-policy-search.php

Louisiana:
https://ldi.la.gov/consumers/insurance-type/life-annuities/life-insurance-policy-search

New York:
https://www.dfs.ny.gov/consumers/life_insurance/lost_policy_finder

North Carolina:
https://www.ncdoi.gov/consumers/life-insurance/locate-lost-life-insurance-policy

Ohio:
How to Locate a Missing Life Insurance Policy | Department of Insurance

Oregon:
https://www4.cbs.state.or.us/exs/ins/lift/

Rhode Island:
https://dbr.ri.gov/sites/g/files/xkgbur696/files/documents/divisions/insurance/consumers/Lost_Policy_Locator.pdf

Texas:
https://www.tdi.texas.gov/consumer/life-insurance.html#locator