1812-1815: War of 1812
Old War Pension Index, 1815-1926 for service between 1783-1861
Pensions
Louisiana, War of 1812 Pension Lists
Missouri: Soldiers Records: War of 1812 - WWI (Missouri Digital Heritage)
Pennsylvania Index of 1812 Soldiers (Pennsylvania State Archives)
Virginia Soldiers of 1812 (Library of Virginia - includes both history & databases)