You too can also contact NARA, as they do have WWI records in the archives too. But please note, the fire that occured at the archives affected many of the records on file there:

On July 12, 1973, a disastrous fire at NPRC (MPR) destroyed approximately 16-18 million Official Military Personnel Files. The affected record collections are described below.

Branch Personnel and Period Affected Estimated Loss

Army Personnel discharged November 1, 1912, to January 1, 1960 80%

Air Force Personnel discharged, September 25, 1947, to January 1, 1964

(with names alphabetically after Hubbard, James E.) 75%

No duplicate copies of the records that were destroyed in the fire were maintained, nor was a microfilm copy ever produced. There were no indexes created prior to the fire. In addition, millions of documents had been lent to the Department of Veterans Affairs before the fire occurred. Therefore, a complete listing of the records that were lost is not available. Nevertheless, NPRC (MPR) uses many alternate sources in its efforts to reconstruct basic service information to respond to requests.

http://www.archives.gov/st-louis/military-...blic/index.html

Onaway417: (Milsurp). Yes many did record their discharges with the County Clerks

Office. I went to our County Clerks office and recieved copies of both my Dads WW 2 and his WW 1 discharges. Looks like he was in no hurry to do so as he was discharged in 1920 and did not record it until 1924. His enlistment date for this era was 1914.