A basic starting point, finding these records is a logical starting point. These records are maintained by the National Personnel Records Center, Military Personnel Records in St. Louis Missouri. Unfortunately, a fire in 1973 destroyed many records, but you should always start here. If you are not a family member you will be prevented by the Privacy Act of 1974 in the amount of information you can obtain via this source.
Records request can now be made online if you are the veteran, or the next of kin of a deceased veteran. Next of kin is defined by the archives as; surviving spouse that has not remarried, father, mother, son, daughter, sister, or brother. - [Records Request Link]
National Personnel Records Center, Military Personnel Records: Link to SF-180 and other information you'll need.
A note from NPRC on delays: "Response times for records requested from the National Personnel Records Center (NPRC) vary greatly depending on the nature of the request. For example, the NPRC Military Records Facility currently has a backlog of 180,000 requests and receives approximately 5,000 requests per day. Routine requests for separation documents currently require only 2-4 weeks for servicing. However, requests that involve reconstruction efforts due to the 1973 fire or older records which require extensive search efforts may take much longer. The average turnaround time on all requests is currently running at approximately 12 weeks".
Alternative Source -- County Courthouse -- after WWII a lot of servicemen were encouraged to store copies of their separation papers at their local county courthouse. It's a long shot, but one that has paid off in a number of cases.
Missing Air Crew Reports (MACR)
If your research involves the loss of an aircraft in a combat situation, not in Allied territory, the MACR will be invaluable. This document was normally generated shortly after the loss of the aircraft (usually within a day or so) and lists the crew roster, aircraft, and basic details of the loss including eye witness statements if they were available. ArmyAirForces.com has a fairly complete index of MACRs which may aid you.
These records are maintained by the National Archives and Records Administration II in College Park, Maryland. Over time, the MACR report became a file, containing a collection of documents relating to the aircraft loss. You should request the entire file.
National Archives and Records Administration
Textual Reference Branch
8601 Adelphi Road
College Park, MD 20740-6001
NOTE: most 15th AF records are stored at AFHRA, Maxwell AFB instead of the National Archives.
A commercial site, Fold3 (formerly footnote.com) has a 99% complete archive of MACRs they obtained from NARA. You can pay a modest fee to access scans of the MACRs, but can search the site for free.
If the loss of the aircraft occurred over German territory, a German Kampf Flugzeuge USA [Battle Planes USA] document was prepared by the Luftwaffe concerning the location of the aircraft wreckage and fate of the crew. National Archives has the original reports as well as translations available. Sometimes portions are contained within the MACR file. I know of no Japanese equivalent - [See NARA address].
If crew members survived the loss of the aircraft, and were captured and interred by the Luftwaffe, there may be a brief questionnaire on file. Filled out after the crew member was repatriated to Allied Control, or even after they returned to civilian life. These are contained within the Missing Air Crew Report file.
World War II Prisoners of War Data File
These records identify World War II U.S. military officers and soldiers and U.S. and some Allied civilians who were prisoners of war (POWs) and internees. NARA - POW Data File. Usually found under "Wars / International Relations: World War II" link, Records of World War II Prisoners of War, created, 1942 - 1947 "Search" button. You can enter a search term right away if you know what terms to search for, or I suggest clicking on the "Search" button link for more detailed search options.
Escape and Evasion Reports
NARA E&E Reports: "This series consists of Escape and Evasion Report Files. Reports typically include a brief questionnaire concerning the use of escape and evasion (E&E) training and equipment; an interrogation form with unit designation, target information (if applicable), number of missions flown (if applicable), date considered missing in action, date returned to U.S. or allied control, country of escape or evasion, and a listing of crew members (or other service personnel) with official disposition; a verification of the identity and trustworthiness of escapee or evader; a certificate safeguarding prisoner of war and/or escape and evasion information; an outline of topics to be covered in the narrative; and a typed or handwritten narrative that documents the escape and evasion experience of the escapee or evader."
The veteran's hometown newspaper
This overlooked resource can be a huge asset. Dig through those archives and look for notices about service members. The public relations guys in WWII were great about getting notices posted in local papers about local servicemen; when they graduated from boot camp, complete training phases, were promoted, sometimes even in action overseas - it's worth your time.