Neither DH nor I have served in the military, but we have many relatives who have. Nearly all the men in my family served in the Coast Guard, except my dad and brother who served in the Navy (my family comes from the Outer Banks, so my grandfather, his father, uncles, and brothers largely served at the lifesaving stations there.) My step-dad retired from the Air Force (served in Korea), as did my DHs sister. DHs uncle (father's brother) was captured by Japanese in the Philippines and was part of the march to Bataan.
So I guess we are a bit of an anomaly in our family. Thankfully, we have not lost any family members in the line of duty.