If you have family that lived in or around St. Louis, Missouri, you will want to check out a free genealogy resource offered by the St. Louis Public Library. The St. Louis Obituary Index is compiled from burial permits, obituaries and death notices from the local newspaper. Also included are the casualty lists from WWI and WWII. These include individuals killed in action, missing in action or prisoners of war (WWII only).
The index currently spans 1880 to early 2006. Each year is broken down alphabetically. The WWI and WWII lists are subdivided into the categories casualty lists, African American, missing in action, reburial lists and prisoners of war. Each category is organized alphabetically as well.
Once you have found the right person, click on their name to be taken to a screen that lists where the information was found. Once you have identified the source, you can then look up the newspaper. It isn't specifically stated, but you can probably use the Ask the Librarian function to request a copy if you don't live close.
This free genealogy resource offers two bonuses that are really nice. The first is suggestions of other places you can try to get more information. The second is a list of family histories that may also be helpful in your search. You can click on the family history names to get information on the book.
The WWI and WWII entries don't have the bonuses. They do, however, list the individual's rank. A few also offer the cause of death.