The National Archives has a web page I don’t remember seeing before: the Access to Archival Databases (AAD) page. At upper left it has a “Genealogy/ Personal History” category, containing 25 online databases. They include 19th century German, Italian, Irish, and Russian immigration records, for example, records relating to World War II and the Korean War, and various others. Some of this data, like WW II Army Enlistment Records, is also available at Ancestry.com and elsewhere. But you might want to check here as well, since transcribing and indexing data can be tricky, as some of us are learning, so you might find a record in one place and not another.
The other reason I think this page might be new is that NARA recently uploaded a video called “Know Your Archives: Access to Archival Databases (AAD) for Genealogists“. Dan Law from the AAD gave this talk in March. He gives an overview of all 25 databases, but doesn’t go into depth on particular ones. It’s at YouTube and runs about 55 minutes.