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M861 is indeed described as the record of events of the units from each state in the CSA. It is described in the catalog here : https://catalog.archives.gov/id/2555751
It is also described in NARA's old printed microfilm catalog : Military Service Records - A Select Catalog of Microfilm Publicationson, on page 183.
CMSR files for Missouri units that served the Confederate States are on micropub M322 (193 rolls of film). The CMSR files for Missouri units that served the Union are on micropub M405 (854 rolls). Both series should be digitized on Fold3.com. Fold3 seems to have digitized the record of events cards at the beginning of each roll of microfilm for the Confederate Missouri units and the Union ones as well. The link from Fold3 to the NARA catalog shows that they are also on M322 - https://catalog.archives.gov/id/586957
It seems superfluous to have them on two microfilm publications, but luckily, if you can access Fold3, you apparently don't need to use the microfilm copy.
My ancestor, Samuel M. Hilterbrand, served in three different units from Missouri as well; something not unusual for a state that went 'three-ways' during the Civil War. Sam joined the 12th Regiment Missouri Volunteers (a Confederate unit), and served as a Private from 15 August 1862 until 31 August 1862, when he deserted to hide out at home for awhile (he was 15 years old). He then joined Captain Absalom McKinney's Company, 6th Regiment Missouri Provisional Enrolled Militia (a Union unit), and served there until they were reassigned to Company K, 16th Regiment Missouri Volunteer Cavalry (Union), where he served at least a year.
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Dear Ms. Baxter,
Thank you for sharing your question with the History Hub.
When we searched the Microfilm Catalog for M861, we were able to locate the series. We apologize for any difficulties you experienced, though. We recommend searching by title or keyword if you are unable to locate the series via Microfilm Publication number. As you indicated, the Missouri military units are on rolls 34-36. As Mr. Deiss indicated, the National Archives Catalog entry for the series can be found here.
Currently, M861 is available for viewing at the National Archives in Washington, D.C. (Archives I), at Denver, and at Atlanta, and the original records are in the custody of the Textual Reference Branch at the National Archives in Washington, D.C. You can contact them directly at firstname.lastname@example.org with questions about the series.
Finally, as Mr. Deiss also noted, the National Archives has worked with both Ancestry.com and Fold3.com to digitize many of the records related to your search. You may be able to view records related to William B. Hale at those sites. You can access them free of charge from any National Archives location.
Thank you, again, for posting your question to the History Hub, and good luck with your ongoing search.
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BTW - searching by microfilm publication number rarely gives the desired response from the DB.
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Thanks to the wonderful assistance offered above, I'm going to scour Fold3 for the records upon my return home next week (am currently in Howard County, Nebraska, digging up original tax records and 1880s Justice of the Peace dockets). Can't wait to learn more about what the 16th MO Infantry was up to....