Five volumes of War Office, Class 42 (WO 42) have been digitized and are now free to view on the The National Archives UK website. WO 42 covers half pay and widow's pensions in the 19th Century for Provincial and other Loyalist and Canadian officers.
It is chock full of genealogical information such as marriage certificates and references to widows. There are several online sections, organized in alphabetical order. (see image on left)
The images are freely available.
LOYAL AMERICAN AND CANADIAN CORPS is a subset within WO 42 - War Office: Officers' Birth Certificates, Wills and Personal Papers
Also see UK, British Army and Navy Birth, Marriage and Death Records, 1730-1960