You are correct. That's we refer to these as CSR's, or consolidated service records. Confederate POW records are available on microfilm, but I've never located anything on microfilm for paroles at Talladega or Montgomery. The microfilm does include a complete (?) set of paroles for troops surrendered under Gen. Richard Taylor's command at Gainesville AL, Meridian MS and other points in Mississippi.
As others have noted on the board, it is possible to find parts of service records in "Unfiled Papers and Slips". This set of microfilm is available at Wallace State Library near Cullman AL. I recently visited Wallace State to locate a parole record made at Talladega which did not appear in the Alabama CSR's. Evidently the clerk who processed this particular record did not recognize the soldier's command (Stuart's Cav. Battn.) and placed his record in unfiled papers and slips.