Many of us with roots in western Kentucky also have an ancestor who wandered off to Missouri. The Missouri State Archives has a great searchable database with digital images that might be helpful to you.
Go to Soldiers' Records: War of 1812 - World War I. Scroll to the bottom and fill in the blanks for Name and Conflict. Then click Search. If there is a listing for your person, click on View Image.
Don't you wish more state archives would make military records available?