If your family has missing persons from the First World War you may be in luck.
A huge archive has been found at the Red Cross Headquarters in Geneva. http://news.bbc.co.uk/2/hi/uk_news/7940540.stm
My great grandfather (from Shetland) died in a naval battle on the North Sea in December 1917. I wonder if there is anything about his demise in this archive. I do not know if he was listed as a missing person, as his fate is known.
My mother has a letter that he sent to my grandmother from abroad during the war. It is a very formal correspondence between a father and his child when compared to modern communications between parents and children.