Peggy,
I couldn't find anything on your Thompson, but I encourage you to inquire for his military service record at MO State Archives.
You can reach MO State Archives at :
Missouri State Archives
State Information Center
P.O. Box 1747
Jefferson City, MO 65102
phone: 573-751-3280
Fax: 573-526-7333
E-mail: archref@sosmail.state.mo.us
or http://mosl.sos.state.mo.us/rec-man/arch.html
You may also inquire at your local library for a form to submit to National Archives and Records Administration in Washington, D. C. for the same. There is a fee involved and both methods take about three months.
Good hunting!