Ancestry.com has made its military records collection available for free until June 6. There is a cool newsreel about the end of WWII in Europe.
This collection covers all U.S. wars, and a wide variety of records. Plan who you want to seek out and you should be able to organize your search to bear fruit. Many of these documents can hold potential clues for breaking down walls. Revolutionary and Civil War pension applications mention spouse and children, so other avenues of research can be opened. Be sure to print out what you find, if you do not become a paid member of Ancestry, so you can refer to it later.