Regarding "records out there somewhere," I have not yet consulted the muster rolls of this regiment. That will have to wait for a while. I found some mentions of the 37th in the 128 volumes of the "Official Records." One or two of those during Price's raid told me that Colonel Charles W. Parker and nine companies of the 37th were on active duty at Troy in case any Confederate regulars or guerrillas came their way. I don't know any other details about what these militiamen encountered during that time. Other sources tell me that Confederate Colonel Caleb Dorsey raised over 300 southern recruits during Price's raid in Lincoln, Pike, and Montgomery Counties, so there was good reason for the 37th to remain on home ground during October 1864. Dorsey was expert at keeping a low profile while recruiting in this area, as he did several times during the war. You may try looking at some of the older county histories of Lincoln, Pike, and Montgomery Counties written in the late 1800s. I had little luck finding much on this regiment in the period newspapers.
Bruce