Since you don't indicate a specific jurisdiction, the general answer is there are several sources you can try: www.fold3.com (muster, service and pension applications); www.archives.com (not National Archives, this a fee subscription); and, Ancestry.com. The Library of Virginia, Virginia Memory Collection, also has digitized records from the War of 1812; and finally, there is also an organizatrion called the "General Society of the War of 1812" http://societyofthewarof1812.org/ and the American Memory project of the New England Historical and Genelogical Society at www.NEHGS.org.
