Veterans of the Enrolled Missouri Militia (EMM) were not eligible for pensions after the conclusion of the War, so the National Archives would not have a pension application for James McCreary. A informative web site on the Enrolled Missouri State Militia can be found at:
http://www.civilwarstlouis.com/militia/federalmilitia.htm Since most men only served a few weeks at most in the EMM, it may be hard to find out more about a particular company.