The Union Pension Records Index and the Records themselves are stored at the National Archives in Washington, DC. If you have an Ancestry.com account they have the Pension Records Index and you can check for your ancestor and then mail off to the Archives if you find someone for a copy of the file. Or, as David mentioned, the Confederate Pensions are at each States level, so the TSLA is where you can find out whether a Confederate Soldier applied for a pension. Robyn