State sites that have quality military collections
Arkansas: Archives & Libraries: Archives & Libraries: CARAT from the Arkansas History Commission - military records, land records and much more
Colorado Veterans' Grave Registrations 1862-1949 from the Colorado State Archives
Connecticut Military Records guide & links from Connecticut Genealogy
Illinois State Archives Databases their online databases include Illinois veterans records, public land sales etc. Don't miss their statewide database of marriages 1763-1900 and death indexes pre 1916 plus 1916-1950
Indiana State Digital Archives includes military records
Indiana: ICPR: Collections: Early Military Records The Early Military Records database is a compilation of records of the Indiana Territorial Militia and the Indiana State Militia. Also known as Indiana Rangers, Indiana Militia, and the Indiana Legion, the organization would finally become known as the Indiana National Guard. The database contains over 19,000 names of early Hoosier soldiers who participated in the Battle of Tippecanoe, the War of 1812, and the Black Hawk War.
Kansas in the Civil War (U.S. Genweb)
Kansas Memory: Military Search from the Kansas Memory Project
Kansas Military Databases & Indexes from the Kansas Historical Society
Maryland: Archives of Maryland Online check the boxes you are after on their search screen - they have an amazing amount of information transcribed.
Massachusetts Military Records guide & directory from Massachusetts Genealogy
New York Military Records guide & directory from New York Genealogy
Rhode Island Military Records guide & directory from Rhode Island Genealogy
South Carolina: Digital Collection Search South Carolina Dept. of Archives has growing digital collections that include Records of their Confederate Veterans, court records, plats for land grants and will transcripts
Texas: Genealogy Resources from the Texas State Library - includes all kinds of records with some particularly good pension databases, tax rolls etc.
Virginia Military Dead Database all wars - from the Library of Virginia
Virginia: Chronicles of the Scotch-Irish Settlement in Virginia court records of "Old Augusta" prior to and shortly after the American Revolution which might include wills, militia lists, marriages, court disputes etc. - particularly important because at the time Augusta Co. covered everything in Virginia from the Shenendoah Valley westward.
Washington State Digital Archives - pull down the window to military records
Wisconsin Historical Society Digital Collections includes collections on Wisconsin in the Civil War and Wisconsin's Great Lakes maritime history
Wisconsin Genealogy Resources: Military Records (Genealoger)