* Compiled Military Service Records (CMSR) - these records may be found at the National Archives. Use this link to order these records. Digitized Carded Records of 1,235 men who served in the Rough Riders may be found at the website at this link.
* Records of the Rough Riders Association may be found at the Las Vegas Museum. A finding aid for the Rough Riders Memorial Collection may be found at this link.
* Photos of soldiers may be found at the University of New Mexico's digital collection and the Library of Congress.
* WorldCat in an online card catalogue of collections around the world. Click on this link for more information.
Of course, you may use these resources to research other types of information. For instance, the National Archives has military records for all American wars as well as other documents of interest to genealogists.
For more about Mary Penner, check out her website at http://www.marypenner.com/.