From the Wikipedia page 
The Military Personnel Records Center (NPRC-MPR) located at 1 Archives Dr in Spanish Lake, Missouri, USA, is a branch of the National Personnel Records Center and is the repository of over 56 million military personnel records and medical records pertaining to retired, discharged, and deceased veterans of the U.S. armed forces.
The earliest records on file at MPRC are enlisted Navy records from 1885, Coast Guard records from 1898, Marine Corps records dating from 1905. Army records date from 1917, and Air Force records from 1947. Older military records, from the Spanish-American War, Civil War, and earlier periods, are maintained at the National Archives and Records Administration in Washington, D.C..