The National Archives has on microfilm the following re the Mexican War:

M616: Index to Compiled Service Records of Volunteer Soldiers Who Served During the Mexican War

M863: Compiled Service Records of Volunteer Soldiers Who Served During the Mexican War in Organizations From
the State of Mississippi

M1028: Compiled Service Records of Volunteer Soldiers Who Served During the Mexican War in Organizations From
the State of Pennsylvania

M638: Compiled Service Records of Volunteer Soldiers Who Served During the Mexican War in Organizations From
the State of Tennessee

M278: Compiled Service Records of Volunteer Soldiers Who Served During the Mexican War in Organizations From
the State of Texas

M351: Compiled Service Records of Volunteer Soldiers Who Served During the Mexican War in Organizations in
Mormon Organizations