"National Personnel Records Center"
"Where it is kept"
 
When trying to locate your records you can write below. This is the National Archives and they are all there, regardless of branch of service.
 
The National Personnel Records Center. 
Military Personnel Records
9700 Page Avenue
St. Louis, MO 63132-5100
Telephone 314 801 0800
Fax 314-538-4175
 
Also, there is a Marine Corps Laison at that site. The OIC is currently CWO Woods. His phone number is: 314-538-3155/54 and his fax number is: 314-538-3115