As an example: many (probably "most") of the men who were surrendered at Appomattox Court House had left for home before the paroles were actually issued. Those men did not receive paroles at Appomattox, although they may have received one at some other location on the way home, or at home. Some men who did receive paroles at Appomattox were issued additional paroles at other points on the way home.

As to Vicksburg, those men were paroled then later exchanged. In fact, they were sent directly to parole camps, one camp being at Demopolis. The way a parole works is that once the soldier is duly exchanged, he was then free to take up arms again.

There were usually multiple copies of paroles...I don't know just how many, and this probably varied according to the situation. As I recall, there were four copies of the Appomattox paroles. One for the soldier, another for his commander's records, another for the Union field command, and yet another for Washington.

There are thousands and thousands of Confederate documents, and Union documents relating to Confederates, that are unfilmed, uncataloged, and unfiled at NARA.

And, don't forget to look at the NARA microfilm "Unfiled Confederate Slips and Papers"! No search of an individual's record is complete without checking this film.