Did you know that today’s Volgograd was called Tsaritsyn before the 1917 Revolution name and Stalingrad during Soviet times?
During the year 1941-1945 part of the archival documents were evacuated to the city of Uralsk in Northern Kazakhstan. These were only 145,6 thousand out of 496,6 thousand documents (29%), all the others perished during the siege of Stalingrad.
For example, if your ancestor was a meschanin in Tsaritsyn, then only 1914-1916 papers survived in Fund 239 -Tsaritsyn meschanstvo administration.
However, there might be other records available about your family. Never lose hope. Contact to get your ancestry circumstances assessed.