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Dear Ms. Miller,
Thank you for contacting the History Hub about early military service records.
The Compiled Service Records on microfilm and fold3.com are nearly the same with some nuances. If there is an index card for your soldier, his CMSR can be requested in person at the National Archives in Washington D.C. or online using NATF-86. You may also search our National Archives Catalog to see if another researcher has already digitized your family member to the Catalog. Researchers are able to scan pensions and military service records for free to the Catalog in our Innovation Hub in Washington D.C.
To explain why there isn’t a military service record in the pension application, these are two different records. The CMSR is a compiled record of existing record entries that present information about the soldiers military service. The pension file is a application process with many documents that will either confirm or deny his or his beneficiaries a pension benefit.
We hope this information is helpful. Best of luck with your research!