I've covered a few top-notch resources for looking up military records. The resources are all from either the US or UK. US lookups go back to the Revolutionary War, through the Civil War, World Wars I and II, Korea and Vietnam. English records extend back centuries, all the way to the medieval times of knights and crusades.
Here's what we've got so far:
Forces Reunited: Searching UK Military Records. More than a million records available here.
The original G.I. Joe.
Free Civil War Military Records. This is one of the great internet resources for US military history.
Free World War II Military Records. Another great resource with millions of US enlistment records.
Medieval Soldier Military Records (That's right...Knights!). It's always amazing to find how well records were kept, even centuries ago, and how they've managed to find their way online.
National Gravesite Locator for Veterans. Find the burial locations of millions of US soldiers.
Revolutionary Era Genealogy Research. These tools from the Daughters of the American Revolution mix military and non-military records.
Some Civil War Genealogy Resources You May Not Know About. Pensioners lists, Confederate war reports, slavery records...a lot here to explore.
Some Military Family History Resources That You May Not Know About. Official US Army history sites can turn up a lot of useful genealogical information.
World War I and World War II British Commonwealth Deaths. A resource as vast as the British Empire itself, with records spanning the world.
Don't forget to also check for your family history at Ancestry.com and NewspaperArchive. These are subscription databases, but they are among the most powerful research tools available for looking into family roots.