If you are looking to find your mother or father's military records, you may want to check out the following link:
http://www.nara.gov/regional/stlouis.html
Also this link provides some additonal links:
http://www.sdit.org/Resources.html
(links provided by Mike, a COVV Liaison)
Shirley, another COVV Liaison, provides this advice:
Go to this web site http://www.nara.gov/regional/mprsf180.html or your local VFW or VA Service Officer and pick up a form SF180. Have the veteran fill it out if he/she is still living or his/her nearest next of kin if deceased. In the box where it states reason for asking for these records write in "Privacy Act". Also when you fill it out and it asks you what records you wish to receive. Type something like "all Military, Medical, Overseas, Stateside records". And also "all Medals or Awards entitled to". You won't believe all of the stuff you will get! More information can be found hereand also here
Hopefully these links will provide you with the information that you need! Good luck!