Tamie Dehler has written an article in the Terre Haute Tribune-Star that gives details. She lists addresses for each state. Some states have the index to pensions online, although not all of them have such online resources. Tamie gives both online and offline addresses at http://www.tribstar.com/cnhi/tribstar/history/local_story_304132138.html.
Part one of her article is available online now with part two promised for next week.