You should be able to obtain these records from the cemetery board. Military Records or draft eligibility records exist from colonial times to the present. Records exist, not only for the major wars, but for the state militia and national guard. Draft eligibility records for WWI are available through the National Archives and Records Administration and through the LDS lending library on microfilm. Family History Library in Salt Lake City is the largest genealogical repository in the world.
Branch libraries exist in many local churches.
Microfilmed vital records and other records are available to rent. The LDS church also provides some of the microfilmed records on CD-ROM at the local branches. As always, check the source. The Internet has experienced tremendous growth over the last several years. The internet is simply another tool in the search for your family history.