The Imperial War Museum in London
Photo Credit: WordRidden via Flickr
My own family history research is a case in point. The military records of two of my great-uncle, held by the Australian national archives, revealed their next of kin; my eldest great-uncle. From this information we were able to eventually trace his living relatives, my second cousins. The Commonwealth War Grave Commission records can also help. They sometimes list parents or a spouse's name plus an address that can help you in your search. If you are very lucky, your relative may just have one of the surviving UK service records which can hold a wealth of information.
The Imperial War Museum is hosting a live webchat, in association with Gransnet, on Wednesday, 18 January 2012 at 1-2 pm GMT. Their researcher Mel Donnelly will be passing on her experience during the talk. You can post questions in advance and there are already a few on the site - here is the link: Live Webchat with the Imperial War Museum on Researching Family History.
Sadly, I shall be at work during the webchat, but I hope that you get the opportunity to ask a question if you need to, or just listen in if you are interested.